+90.2%
TT vs AR
+19.9%
+70.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -2.0% | -14.3% | +12.2% | -0.5% |
| 30D | -14.0% | +1.4% | -15.5% | -14.2% |
| 3M | -15.9% | +3.4% | -19.2% | -16.3% |
| 6M | -17.3% | -2.1% | -15.3% | -17.4% |
| YTD | +4.0% | +4.7% | -0.7% | +1.9% |
| 1Y | -7.1% | +10.6% | -17.7% | -10.0% |
| 3Y | +90.2% | +24.6% | +65.7% | +81.2% |
| All | +90.2% | +19.9% | +70.3% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling