+90.2%
TT vs IT
-51.0%
+141.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.4% |
| 7D | -2.0% | -16.9% | +14.9% | -1.9% |
| 30D | -14.0% | +2.3% | -16.4% | -14.3% |
| 3M | -15.9% | +2.9% | -18.7% | -16.2% |
| 6M | -17.3% | +25.9% | -43.2% | -18.3% |
| YTD | +4.0% | -24.6% | +28.6% | +10.1% |
| 1Y | -7.1% | -16.0% | +8.9% | -4.0% |
| 3Y | +90.2% | -51.6% | +141.8% | +123.0% |
| All | +90.2% | -51.0% | +141.2% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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