+1,275.5%
TT vs AR
-27.2%
+1,302.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | 0.0% | +2.5% | -2.5% | -0.3% |
| 30D | -7.2% | +14.8% | -22.0% | -8.5% |
| 3M | -3.0% | +6.2% | -9.2% | -3.8% |
| 6M | +1.4% | +4.3% | -2.9% | +0.4% |
| YTD | +15.9% | +14.4% | +1.5% | +13.6% |
| 1Y | +9.4% | +21.3% | -11.9% | +6.3% |
| 3Y | +124.4% | +39.8% | +84.6% | +112.6% |
| 5Y | +138.0% | +142.1% | -4.1% | +108.9% |
| 10Y | +886.4% | +52.0% | +834.3% | +759.3% |
| All | +1,275.5% | -27.2% | +1,302.7% | +1,186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling