+146.0%
TT vs ALL
+118.4%
+27.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -7.2% | -1.5% | -5.7% | -6.9% |
| 3M | -3.0% | +23.6% | -26.6% | -9.0% |
| 6M | +1.4% | +22.3% | -21.0% | -4.8% |
| YTD | +15.9% | +26.5% | -10.6% | +7.4% |
| 1Y | +9.4% | +27.0% | -17.6% | +1.1% |
| 3Y | +124.4% | +149.6% | -25.2% | +61.8% |
| All | +146.0% | +118.4% | +27.6% | +84.4% |
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