+66.4%
TT vs AHR
+357.7%
-291.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +1.4% | -4.3% | +5.8% | +2.3% |
| 30D | -6.7% | -3.1% | -3.6% | -6.2% |
| 3M | -5.4% | +15.7% | -21.1% | -8.6% |
| 6M | +4.4% | +4.1% | +0.3% | +3.1% |
| YTD | +14.9% | +15.4% | -0.5% | +11.0% |
| 1Y | +9.3% | +28.0% | -18.7% | +3.0% |
| All | +66.4% | +357.7% | -291.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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