+8.7%
TT vs ALL
+31.6%
-22.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -7.2% | -1.5% | -5.7% | -7.3% |
| 3M | -3.0% | +23.6% | -26.6% | -1.1% |
| 6M | +1.4% | +22.3% | -21.0% | +3.6% |
| YTD | +15.9% | +26.5% | -10.6% | +17.7% |
| All | +8.7% | +31.6% | -22.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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