+85.8%
TT vs GD
+55.3%
+30.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.7% |
| 7D | -9.0% | -3.9% | -5.1% | -7.9% |
| 30D | -17.6% | +8.1% | -25.7% | -19.6% |
| 3M | -18.7% | -6.8% | -11.9% | -17.0% |
| 6M | -17.4% | +3.0% | -20.4% | -18.5% |
| YTD | +1.5% | +7.8% | -6.2% | -2.1% |
| 1Y | -9.4% | +5.8% | -15.2% | -12.0% |
| All | +85.8% | +55.3% | +30.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling