+8,410.9%
TER vs TT
+14,127.6%
-5,716.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -12.6% |
| 7D | -28.2% | -9.0% | -19.2% | -23.6% |
| 30D | -50.6% | -17.6% | -32.9% | -44.0% |
| 3M | -45.3% | -18.7% | -26.7% | -37.3% |
| 6M | -40.4% | -17.4% | -23.0% | -31.4% |
| YTD | +10.0% | +1.5% | +8.5% | +13.4% |
| 1Y | +13.6% | -9.4% | +23.0% | +25.3% |
| 3Y | +145.2% | +85.1% | +60.1% | +78.9% |
| 5Y | +50.4% | +125.7% | -75.4% | -2.9% |
| 10Y | +882.9% | +757.3% | +125.6% | +192.2% |
| All | +8,410.9% | +14,127.6% | -5,716.6% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling