+117.9%
TT vs BG
+19.4%
+98.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.7% |
| 7D | +1.6% | +2.4% | -0.8% | +1.4% |
| 30D | -7.3% | +15.0% | -22.3% | -8.1% |
| 3M | -2.6% | -0.7% | -1.9% | -2.7% |
| 6M | +5.9% | +7.5% | -1.6% | +5.2% |
| YTD | +15.4% | +41.6% | -26.2% | +13.3% |
| 1Y | +8.2% | +50.7% | -42.4% | +5.9% |
| All | +117.9% | +19.4% | +98.5% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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