+210.2%
TER vs TT
+94.5%
+115.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +7.3% |
| 7D | +5.9% | +3.5% | +2.4% | +3.1% |
| 30D | -30.8% | -11.0% | -19.7% | -20.9% |
| 3M | -29.9% | -12.0% | -17.9% | -18.8% |
| 6M | -27.5% | -10.4% | -17.0% | -16.1% |
| YTD | +37.5% | +9.9% | +27.5% | +37.0% |
| 1Y | +50.3% | +1.5% | +48.8% | +59.3% |
| All | +210.2% | +94.5% | +115.6% | +90.6% |
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