-41.3%
TE vs TT
+146.0%
-187.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.3% |
| 7D | +18.2% | +1.6% | +16.7% | +17.0% |
| 30D | -13.5% | -7.3% | -6.2% | -8.6% |
| 3M | -44.6% | -2.6% | -42.0% | -42.6% |
| 6M | -24.7% | +5.9% | -30.6% | -26.1% |
| YTD | -24.3% | +15.4% | -39.7% | -29.9% |
| 1Y | +155.6% | +8.2% | +147.3% | +144.4% |
| 3Y | -18.3% | +122.7% | -140.9% | -53.4% |
| 5Y | -41.3% | +145.0% | -186.3% | -72.4% |
| All | -41.3% | +146.0% | -187.3% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling