+148.2%
TT vs BR
+7.6%
+140.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.4% | -5.0% | +6.4% | +3.1% |
| 30D | -6.7% | -2.5% | -4.2% | -6.1% |
| 3M | -5.4% | +13.5% | -18.9% | -10.3% |
| 6M | +4.4% | -9.4% | +13.8% | +8.2% |
| YTD | +14.9% | -23.3% | +38.2% | +28.2% |
| 1Y | +9.3% | -31.6% | +40.9% | +29.4% |
| 3Y | +121.7% | -5.1% | +126.8% | +114.2% |
| 5Y | +148.2% | +8.2% | +140.0% | +113.5% |
| All | +148.2% | +7.6% | +140.5% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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