+137.0%
TT vs ALL
+157.5%
-20.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | +0.8% | -0.1% | +1.0% | +0.8% |
| 30D | -11.8% | +13.8% | -25.6% | -14.6% |
| 3M | -11.6% | -2.8% | -8.8% | -11.2% |
| 6M | -9.3% | +23.7% | -33.0% | -15.3% |
| YTD | +8.9% | +27.3% | -18.4% | +0.3% |
| 1Y | -2.2% | +30.5% | -32.8% | -10.7% |
| 3Y | +91.9% | +113.0% | -21.1% | +44.7% |
| All | +137.0% | +157.5% | -20.6% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling