+146.0%
TT vs AR
+143.7%
+2.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.5% |
| 30D | -7.4% | +14.8% | -22.2% | -8.8% |
| 3M | -3.2% | +6.2% | -9.4% | -4.0% |
| 6M | +1.1% | +4.3% | -3.2% | +0.1% |
| YTD | +15.6% | +14.4% | +1.3% | +13.0% |
| 1Y | +9.2% | +21.3% | -12.2% | +5.5% |
| 3Y | +124.4% | +39.8% | +84.6% | +111.5% |
| All | +146.0% | +143.7% | +2.3% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling