-4.5%
TT vs IRE
-97.6%
+93.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -23.2% | +21.6% | -0.9% |
| 7D | -8.5% | -46.8% | +38.4% | -6.9% |
| 30D | -12.8% | -75.5% | +62.7% | -9.7% |
| 3M | -12.9% | -79.4% | +66.5% | -9.8% |
| 6M | -15.2% | -91.3% | +76.0% | -11.7% |
| YTD | +6.2% | -90.8% | +97.0% | +7.3% |
| 1Y | -4.5% | -97.7% | +93.2% | -3.0% |
| All | -4.5% | -97.6% | +93.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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