+4,653.7%
TT vs BG
+937.2%
+3,716.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +8.1% | +1.5% | +6.6% | +7.6% |
| 30D | -11.3% | -7.0% | -4.2% | -9.3% |
| 3M | -11.2% | -10.0% | -1.2% | -8.6% |
| 6M | -8.9% | -19.8% | +10.9% | -3.3% |
| YTD | +9.7% | +14.3% | -4.6% | +3.1% |
| 1Y | +1.3% | +6.5% | -5.2% | -2.6% |
| 3Y | +93.4% | +4.4% | +89.0% | +81.0% |
| 5Y | +133.5% | +20.2% | +113.3% | +101.8% |
| 10Y | +739.9% | +108.5% | +631.4% | +456.3% |
| All | +4,653.7% | +937.2% | +3,716.5% | +1,953.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling