+133.5%
TT vs AA
-16.1%
+149.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | 0.0% |
| 7D | +8.1% | +5.3% | +2.8% | +7.3% |
| 30D | -11.3% | -2.3% | -9.0% | -11.0% |
| 3M | -11.2% | -20.8% | +9.6% | -8.5% |
| 6M | -8.9% | -39.8% | +30.9% | -3.2% |
| YTD | +9.7% | -23.3% | +33.0% | +12.0% |
| 1Y | +1.3% | +1.8% | -0.6% | -0.8% |
| 3Y | +93.4% | +69.5% | +23.8% | +69.8% |
| 5Y | +133.5% | -18.0% | +151.5% | +121.7% |
| All | +133.5% | -16.1% | +149.6% | +121.7% |
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