+2,087.4%
TT vs BR
+1,321.0%
+766.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.6% |
| 7D | 0.0% | -5.3% | +5.3% | +2.9% |
| 30D | -7.2% | +6.4% | -13.6% | -10.6% |
| 3M | -3.0% | +13.6% | -16.6% | -10.7% |
| 6M | +1.4% | -6.7% | +8.1% | +2.7% |
| YTD | +15.9% | -21.1% | +37.0% | +27.5% |
| 1Y | +9.4% | -29.6% | +39.0% | +28.2% |
| 3Y | +124.4% | -2.4% | +126.8% | +113.7% |
| 5Y | +138.0% | +11.2% | +126.8% | +106.5% |
| 10Y | +886.4% | +191.8% | +694.6% | +355.9% |
| All | +2,087.4% | +1,321.0% | +766.4% | +247.4% |
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