-45.3%
TE vs TT
-2.3%
-43.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -1.8% |
| 7D | -19.1% | +4.0% | -23.1% | -21.9% |
| 30D | -34.1% | -11.3% | -22.8% | -27.7% |
| 3M | -60.1% | -12.3% | -47.8% | -55.8% |
| 6M | -66.0% | -10.8% | -55.1% | -62.0% |
| YTD | -71.4% | +8.2% | -79.6% | -69.1% |
| 1Y | -45.3% | +1.5% | -46.7% | -38.2% |
| All | -45.3% | -2.3% | -43.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling