-4.5%
TT vs D
+23.9%
-28.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -1.7% |
| 7D | -8.5% | +8.5% | -17.0% | -8.7% |
| 30D | -12.8% | +14.3% | -27.1% | -13.4% |
| 3M | -12.9% | +1.8% | -14.7% | -12.2% |
| 6M | -15.2% | +13.0% | -28.3% | -16.0% |
| YTD | +6.2% | +22.7% | -16.5% | +3.4% |
| 1Y | -4.5% | +22.6% | -27.1% | -7.2% |
| All | -4.5% | +23.9% | -28.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling