+14,183.4%
TER vs TT
+16,138.6%
-1,955.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.1% |
| 7D | +0.6% | -0.2% | +0.9% | +0.8% |
| 30D | -8.3% | -7.4% | -0.9% | -3.9% |
| 3M | -12.2% | -3.2% | -9.0% | -9.6% |
| 6M | +17.1% | +1.1% | +16.0% | +19.1% |
| YTD | +84.7% | +15.6% | +69.1% | +73.9% |
| 1Y | +199.9% | +9.2% | +190.8% | +193.0% |
| 3Y | +232.8% | +124.4% | +108.4% | +111.7% |
| 5Y | +198.6% | +138.0% | +60.6% | +83.9% |
| 10Y | +1,669.7% | +886.4% | +783.4% | +377.0% |
| All | +14,183.4% | +16,138.6% | -1,955.2% | +704.7% |
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