-2.2%
TT vs EXE
-20.6%
+18.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | 0.0% |
| 7D | +0.8% | -2.2% | +3.0% | +0.8% |
| 30D | -11.8% | -0.3% | -11.5% | -11.7% |
| 3M | -11.6% | -9.3% | -2.2% | -11.8% |
| 6M | -9.3% | -7.2% | -2.1% | -9.3% |
| YTD | +8.9% | -18.9% | +27.8% | +9.2% |
| 1Y | -2.2% | -21.7% | +19.5% | -2.0% |
| All | -2.2% | -20.6% | +18.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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