+1,970.9%
TT vs BR
+1,473.8%
+497.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +8.1% | -1.3% | +9.3% | +8.8% |
| 30D | -11.3% | +13.7% | -25.0% | -17.6% |
| 3M | -11.2% | +13.8% | -25.0% | -18.0% |
| 6M | -8.9% | +29.7% | -38.6% | -22.9% |
| YTD | +9.7% | -12.6% | +22.3% | +13.4% |
| 1Y | +1.3% | -12.4% | +13.7% | +4.4% |
| 3Y | +93.4% | +14.1% | +79.2% | +67.6% |
| 5Y | +133.5% | +18.7% | +114.9% | +94.8% |
| 10Y | +739.9% | +276.2% | +463.7% | +232.6% |
| All | +1,970.9% | +1,473.8% | +497.1% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling