+52.0%
TT vs AS
+134.9%
-82.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -2.0% | +6.9% | -8.9% | -3.0% |
| 30D | -14.0% | +16.0% | -30.0% | -16.0% |
| 3M | -15.9% | -12.8% | -3.0% | -14.4% |
| 6M | -17.3% | -15.4% | -1.9% | -15.6% |
| YTD | +4.0% | -15.7% | +19.7% | +5.6% |
| 1Y | -7.1% | +6.1% | -13.2% | -8.5% |
| All | +52.0% | +134.9% | -82.8% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling