+4,190.1%
TT vs A
+457.0%
+3,733.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | -7.4% | +6.9% | -14.3% | -9.6% |
| 3M | -3.2% | +9.2% | -12.4% | -6.3% |
| 6M | +1.1% | +25.7% | -24.6% | -7.5% |
| YTD | +15.6% | +11.5% | +4.1% | +9.7% |
| 1Y | +9.2% | +18.4% | -9.2% | +1.3% |
| 3Y | +124.4% | +26.6% | +97.8% | +99.3% |
| 5Y | +138.0% | -12.8% | +150.8% | +136.8% |
| 10Y | +886.4% | +247.2% | +639.2% | +522.8% |
| All | +4,190.1% | +457.0% | +3,733.0% | +1,629.0% |
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