-25.0%
TGT vs TT
+143.3%
-168.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -3.6% | +1.4% | -5.0% | -4.1% |
| 30D | +4.4% | -6.7% | +11.1% | +7.0% |
| 3M | +25.4% | -5.4% | +30.8% | +26.9% |
| 6M | +33.4% | +4.4% | +29.0% | +28.9% |
| YTD | +65.6% | +14.9% | +50.7% | +52.6% |
| 1Y | +80.3% | +9.3% | +71.0% | +69.3% |
| 3Y | +42.1% | +121.7% | -79.6% | -11.0% |
| 5Y | -25.0% | +148.2% | -173.2% | -62.4% |
| All | -25.0% | +143.3% | -168.3% | -62.4% |
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 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