+9.2%
TT vs AA
+63.2%
-54.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | -7.4% | +5.0% | -12.4% | -7.9% |
| 3M | -3.2% | -35.8% | +32.6% | +0.4% |
| 6M | +1.1% | -18.4% | +19.5% | +2.3% |
| YTD | +15.6% | -5.5% | +21.1% | +15.3% |
| 1Y | +9.2% | +61.0% | -51.8% | +6.4% |
| All | +9.2% | +63.2% | -54.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling