+117.9%
TT vs AU
+599.6%
-481.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | -7.3% | +12.8% | -20.1% | -8.4% |
| 3M | -2.6% | +28.5% | -31.0% | -5.0% |
| 6M | +5.9% | +4.8% | +1.1% | +4.5% |
| YTD | +15.4% | +31.0% | -15.5% | +12.4% |
| 1Y | +8.2% | +81.4% | -73.2% | +3.4% |
| All | +117.9% | +599.6% | -481.7% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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