+146.0%
TT vs AA
+10.5%
+135.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -7.2% | +5.0% | -12.1% | -7.9% |
| 3M | -3.0% | -35.8% | +32.9% | +2.2% |
| 6M | +1.4% | -18.4% | +19.7% | +3.0% |
| YTD | +15.9% | -5.5% | +21.4% | +15.2% |
| 1Y | +9.4% | +61.0% | -51.5% | +0.8% |
| 3Y | +124.4% | +66.2% | +58.2% | +99.3% |
| All | +146.0% | +10.5% | +135.6% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling