+127.9%
TT vs ALL
+143.1%
-15.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.8% | +3.4% |
| 7D | -2.0% | -1.9% | -0.1% | -1.7% |
| 30D | -14.0% | +13.8% | -27.8% | -16.8% |
| 3M | -15.9% | -7.0% | -8.9% | -14.7% |
| 6M | -17.3% | +18.0% | -35.4% | -21.8% |
| YTD | +4.0% | +24.2% | -20.2% | -3.7% |
| 1Y | -7.1% | +31.2% | -38.3% | -15.5% |
| 3Y | +90.2% | +107.5% | -17.3% | +44.6% |
| All | +127.9% | +143.1% | -15.2% | +65.1% |
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 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