-31.8%
TE vs TT
+89.7%
-121.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.9% |
| 7D | -12.6% | -2.0% | -10.6% | -10.9% |
| 30D | -36.7% | -14.0% | -22.7% | -30.2% |
| 3M | -57.5% | -15.9% | -41.6% | -52.3% |
| 6M | -55.2% | -17.3% | -37.9% | -48.8% |
| YTD | -64.7% | +4.0% | -68.6% | -64.3% |
| 1Y | -35.9% | -7.1% | -28.8% | -31.1% |
| 3Y | -31.8% | +90.2% | -122.0% | -36.3% |
| All | -31.8% | +89.7% | -121.5% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling