-53.2%
TE vs TT
+381.7%
-434.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -4.0% | 0.0% | -4.0% | -3.9% |
| 30D | -15.9% | -7.2% | -8.7% | -13.0% |
| 3M | -60.5% | -3.0% | -57.6% | -59.5% |
| 6M | -35.2% | +1.4% | -36.6% | -34.7% |
| YTD | -31.1% | +15.9% | -47.0% | -34.1% |
| 1Y | +148.6% | +9.4% | +139.2% | +142.3% |
| 3Y | -26.4% | +124.4% | -150.8% | -43.9% |
| 5Y | -48.0% | +138.0% | -186.0% | -63.1% |
| All | -53.2% | +381.7% | -434.8% | -67.7% |
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