-7.1%
TT vs AS
+0.9%
-8.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -2.0% | +6.9% | -8.9% | -3.3% |
| 30D | -14.0% | +16.0% | -30.0% | -16.8% |
| 3M | -15.9% | -12.8% | -3.0% | -13.6% |
| 6M | -17.3% | -15.4% | -1.9% | -14.7% |
| YTD | +4.0% | -15.7% | +19.7% | +4.7% |
| 1Y | -7.1% | +6.1% | -13.2% | -6.7% |
| All | -7.1% | +0.9% | -8.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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