-78.3%
TE vs TT
+356.9%
-435.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | -22.0% | +3.5% | -25.5% | -23.0% |
| 30D | -33.6% | -11.0% | -22.6% | -30.3% |
| 3M | -61.1% | -12.0% | -49.1% | -58.9% |
| 6M | -64.7% | -10.4% | -54.3% | -62.6% |
| YTD | -68.1% | +9.9% | -78.0% | -68.8% |
| 1Y | -51.7% | +1.5% | -53.2% | -51.4% |
| 3Y | +42.0% | +93.7% | -51.7% | +14.1% |
| 5Y | -80.8% | +139.2% | -220.0% | -86.1% |
| All | -78.3% | +356.9% | -435.2% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling