-2.4%
TT vs AAOX
-93.2%
+90.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.8% | +9.4% | -0.9% |
| 7D | +4.0% | -3.4% | +7.4% | +3.9% |
| 30D | -11.3% | -72.8% | +61.5% | -7.7% |
| 3M | -12.3% | -90.7% | +78.4% | -6.5% |
| 6M | -10.8% | -98.2% | +87.3% | -2.9% |
| All | -2.4% | -93.2% | +90.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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