+8.2%
TT vs AR
+17.5%
-9.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.5% |
| 7D | +1.6% | -1.8% | +3.4% | +1.4% |
| 30D | -7.3% | +12.6% | -19.9% | -6.4% |
| 3M | -2.6% | +10.0% | -12.6% | -1.6% |
| 6M | +5.9% | +0.6% | +5.3% | +6.6% |
| YTD | +15.4% | +13.4% | +2.0% | +14.5% |
| 1Y | +8.2% | +21.7% | -13.5% | +8.1% |
| All | +8.2% | +17.5% | -9.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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