+202.8%
TER vs TT
+140.2%
+62.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.6% | +4.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.7% |
| 30D | -8.3% | -7.2% | -1.1% | -2.2% |
| 3M | -12.2% | -3.0% | -9.2% | -8.6% |
| 6M | +17.1% | +1.4% | +15.7% | +19.4% |
| YTD | +84.7% | +15.9% | +68.8% | +70.6% |
| 1Y | +199.9% | +9.4% | +190.5% | +190.3% |
| 3Y | +232.8% | +124.4% | +108.4% | +81.5% |
| All | +202.8% | +140.2% | +62.7% | +37.5% |
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