+132.3%
TT vs A
+11.8%
+120.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | -11.3% | 0.0% | -11.3% | -11.3% |
| 3M | -12.3% | +16.7% | -29.0% | -17.0% |
| 6M | -10.8% | +54.8% | -65.7% | -24.2% |
| YTD | +8.2% | +28.8% | -20.6% | -2.1% |
| 1Y | +1.5% | +19.3% | -17.8% | -5.3% |
| 3Y | +91.5% | +65.5% | +25.9% | +48.5% |
| All | +132.3% | +11.8% | +120.5% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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