+13,847.2%
TT vs D
+2,488.7%
+11,358.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -9.0% | +6.9% | -15.9% | -11.9% |
| 30D | -17.6% | +12.3% | -29.9% | -22.3% |
| 3M | -18.7% | +3.0% | -21.7% | -20.2% |
| 6M | -17.4% | +12.8% | -30.2% | -22.9% |
| YTD | +1.5% | +22.6% | -21.0% | -8.9% |
| 1Y | -9.4% | +21.7% | -31.0% | -18.6% |
| 3Y | +85.1% | +83.9% | +1.1% | +31.4% |
| 5Y | +125.7% | +14.0% | +111.8% | +100.3% |
| 10Y | +757.3% | +45.6% | +711.8% | +530.8% |
| All | +13,847.2% | +2,488.7% | +11,358.6% | +2,230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling