+127.9%
TT vs EXE
+61.0%
+66.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | -2.0% | -6.6% | +4.6% | -1.1% |
| 30D | -14.0% | -4.0% | -10.0% | -13.5% |
| 3M | -15.9% | -7.5% | -8.4% | -15.1% |
| 6M | -17.3% | -11.7% | -5.7% | -16.2% |
| YTD | +4.0% | -22.0% | +25.9% | +7.0% |
| 1Y | -7.1% | -21.8% | +14.7% | -4.5% |
| 3Y | +90.2% | +8.0% | +82.2% | +84.8% |
| All | +127.9% | +61.0% | +66.9% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling