+191.2%
TER vs TT
+91.4%
+99.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -3.9% |
| 7D | +14.4% | +4.0% | +10.3% | +10.2% |
| 30D | -30.6% | -11.3% | -19.3% | -20.3% |
| 3M | -39.2% | -12.3% | -26.9% | -29.1% |
| 6M | -31.3% | -10.8% | -20.4% | -19.9% |
| YTD | +29.1% | +8.2% | +20.9% | +31.0% |
| 1Y | +47.4% | +1.5% | +46.0% | +57.1% |
| 3Y | +191.2% | +91.5% | +99.8% | +82.2% |
| All | +191.2% | +91.4% | +99.8% | +82.2% |
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