+46.8%
TGT vs TT
+121.9%
-75.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | +9.5% | -7.3% | +16.8% | +11.1% |
| 3M | +32.3% | -2.6% | +34.8% | +32.1% |
| 6M | +37.0% | +5.9% | +31.1% | +33.7% |
| YTD | +71.0% | +15.4% | +55.6% | +62.8% |
| 1Y | +85.0% | +8.2% | +76.8% | +78.9% |
| 3Y | +46.8% | +122.7% | -75.8% | +27.4% |
| All | +46.8% | +121.9% | -75.0% | +27.4% |
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