+94.6%
TT vs AU
+547.8%
-453.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.2% |
| 7D | +3.5% | +4.7% | -1.2% | +3.0% |
| 30D | -11.0% | -1.5% | -9.5% | -11.0% |
| 3M | -12.0% | -5.0% | -7.0% | -11.8% |
| 6M | -10.4% | -13.5% | +3.1% | -9.9% |
| YTD | +9.9% | +11.7% | -1.8% | +8.1% |
| 1Y | +1.5% | +21.3% | -19.8% | -0.7% |
| All | +94.6% | +547.8% | -453.2% | +75.1% |
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