+6,183.3%
TGT vs TT
+15,156.8%
-8,973.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +5.5% | +0.8% | +4.7% | +5.2% |
| 30D | +6.0% | -11.8% | +17.8% | +10.3% |
| 3M | +8.0% | -11.6% | +19.6% | +12.0% |
| 6M | +32.3% | -9.3% | +41.6% | +34.9% |
| YTD | +71.3% | +8.9% | +62.4% | +62.7% |
| 1Y | +86.8% | -2.2% | +89.1% | +84.2% |
| 3Y | +67.9% | +91.9% | -24.0% | +28.1% |
| 5Y | -25.1% | +136.0% | -161.1% | -47.3% |
| 10Y | +211.8% | +734.7% | -522.9% | +35.2% |
| All | +6,183.3% | +15,156.8% | -8,973.5% | +763.8% |
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