+3,748.1%
TT vs A
+546.2%
+3,201.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.8% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -14.0% | +3.4% | -17.4% | -15.0% |
| 3M | -15.9% | +23.8% | -39.7% | -21.9% |
| 6M | -17.3% | +49.0% | -66.3% | -28.5% |
| YTD | +4.0% | +29.4% | -25.4% | -6.2% |
| 1Y | -7.1% | +19.4% | -26.5% | -14.0% |
| 3Y | +90.2% | +66.2% | +24.1% | +54.2% |
| 5Y | +131.1% | +15.8% | +115.3% | +109.1% |
| 10Y | +777.7% | +326.1% | +451.6% | +417.3% |
| All | +3,748.1% | +546.2% | +3,201.9% | +1,373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling