+136.0%
TT vs COMP
-18.6%
+154.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.8% |
| 7D | +0.8% | +7.2% | -6.4% | 0.0% |
| 30D | -11.8% | +6.4% | -18.2% | -12.6% |
| 3M | -11.6% | -19.4% | +7.9% | -10.0% |
| 6M | -9.3% | +14.6% | -23.9% | -11.3% |
| YTD | +8.9% | -5.5% | +14.4% | +7.4% |
| 1Y | -2.2% | +13.7% | -15.9% | -5.4% |
| 3Y | +91.9% | +409.7% | -317.8% | +52.6% |
| 5Y | +136.0% | -17.0% | +153.0% | +117.1% |
| All | +136.0% | -18.6% | +154.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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