+54.6%
TER vs TT
+129.2%
-74.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +0.4% |
| 7D | -20.5% | -2.0% | -18.5% | -18.5% |
| 30D | -47.0% | -14.0% | -33.0% | -38.6% |
| 3M | -43.3% | -15.9% | -27.4% | -32.7% |
| 6M | -42.9% | -17.3% | -25.6% | -30.3% |
| YTD | +12.9% | +4.0% | +8.9% | +16.8% |
| 1Y | +18.2% | -7.1% | +25.3% | +33.3% |
| 3Y | +151.8% | +90.2% | +61.5% | +61.4% |
| All | +54.6% | +129.2% | -74.7% | -21.2% |
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 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