+148.2%
TT vs BG
+84.9%
+63.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -6.7% | +10.3% | -17.0% | -8.1% |
| 3M | -5.4% | -1.9% | -3.5% | -5.4% |
| 6M | +4.4% | +5.2% | -0.9% | +3.1% |
| YTD | +14.9% | +41.2% | -26.2% | +8.5% |
| 1Y | +9.3% | +50.5% | -41.3% | +1.8% |
| 3Y | +121.7% | +19.9% | +101.8% | +113.5% |
| 5Y | +148.2% | +86.7% | +61.4% | +102.5% |
| All | +148.2% | +84.9% | +63.2% | +102.5% |
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