+160.8%
TE vs TT
+8.7%
+152.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.3% |
| 7D | +18.2% | +1.6% | +16.7% | +16.8% |
| 30D | -13.5% | -7.3% | -6.2% | -8.1% |
| 3M | -44.6% | -2.6% | -42.0% | -41.6% |
| 6M | -24.7% | +5.9% | -30.6% | -22.2% |
| YTD | -24.3% | +15.4% | -39.7% | -20.4% |
| All | +160.8% | +8.7% | +152.2% | +178.8% |
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