-27.6%
TE vs TT
+124.8%
-152.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | -4.0% | 0.0% | -4.0% | -3.9% |
| 30D | -15.9% | -7.2% | -8.7% | -11.5% |
| 3M | -60.5% | -3.0% | -57.6% | -59.0% |
| 6M | -35.2% | +1.4% | -36.6% | -34.3% |
| YTD | -31.1% | +15.9% | -47.0% | -35.0% |
| 1Y | +148.6% | +9.4% | +139.2% | +140.1% |
| All | -27.6% | +124.8% | -152.4% | -49.9% |
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