+136.0%
TT vs BG
+22.7%
+113.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +0.8% | +5.0% | -4.2% | +0.1% |
| 30D | -11.8% | -3.2% | -8.6% | -11.4% |
| 3M | -11.6% | -11.2% | -0.4% | -10.4% |
| 6M | -9.3% | -19.4% | +10.1% | -7.0% |
| YTD | +8.9% | +13.6% | -4.7% | +5.8% |
| 1Y | -2.2% | +7.3% | -9.5% | -4.2% |
| 3Y | +91.9% | +3.8% | +88.1% | +87.0% |
| 5Y | +136.0% | +23.2% | +112.8% | +110.2% |
| All | +136.0% | +22.7% | +113.2% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling