+146.0%
TT vs D
+4.5%
+141.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -7.4% | -3.6% | -3.8% | -6.6% |
| 3M | -3.2% | -1.0% | -2.2% | -3.1% |
| 6M | +1.1% | +6.3% | -5.2% | -0.7% |
| YTD | +15.6% | +14.7% | +0.9% | +11.4% |
| 1Y | +9.2% | +16.9% | -7.8% | +4.5% |
| 3Y | +124.4% | +56.8% | +67.6% | +94.4% |
| All | +146.0% | +4.5% | +141.5% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling