-50.3%
TEAM vs TT
+140.2%
-190.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -3.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +67.3% | -7.2% | +74.5% | +72.8% |
| 3M | +86.8% | -3.0% | +89.8% | +86.4% |
| 6M | +146.8% | +1.4% | +145.5% | +134.7% |
| YTD | +16.9% | +15.9% | +1.0% | -0.7% |
| 1Y | +12.8% | +9.4% | +3.4% | -1.0% |
| 3Y | -7.3% | +124.4% | -131.6% | -57.8% |
| All | -50.3% | +140.2% | -190.5% | -81.8% |
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