+148.2%
TT vs AU
+688.4%
-540.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | -6.7% | +12.3% | -19.0% | -7.6% |
| 3M | -5.4% | +29.4% | -34.8% | -7.7% |
| 6M | +4.4% | +3.2% | +1.2% | +3.2% |
| YTD | +14.9% | +31.8% | -16.9% | +11.8% |
| 1Y | +9.3% | +83.4% | -74.1% | +3.9% |
| 3Y | +121.7% | +623.1% | -501.4% | +91.7% |
| 5Y | +148.2% | +700.5% | -552.4% | +108.2% |
| All | +148.2% | +688.4% | -540.3% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling