+4,860.8%
TT vs BG
+1,169.9%
+3,690.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.2% |
| 7D | -1.2% | +3.1% | -4.3% | -2.2% |
| 30D | -7.3% | +10.2% | -17.5% | -10.4% |
| 3M | -3.6% | -1.7% | -1.9% | -3.7% |
| 6M | +2.8% | +1.0% | +1.8% | +1.4% |
| YTD | +14.5% | +39.9% | -25.4% | +1.1% |
| 1Y | +7.4% | +53.2% | -45.8% | -8.6% |
| 3Y | +116.2% | +16.3% | +100.0% | +96.3% |
| 5Y | +147.4% | +83.9% | +63.5% | +85.1% |
| 10Y | +953.3% | +165.1% | +788.2% | +544.3% |
| All | +4,860.8% | +1,169.9% | +3,690.9% | +1,913.4% |
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