+9,706.9%
TT vs IT
+6,105.9%
+3,601.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.7% |
| 7D | -0.2% | -6.0% | +5.8% | +1.1% |
| 30D | -7.4% | 0.0% | -7.4% | -7.7% |
| 3M | -3.2% | +13.1% | -16.3% | -7.7% |
| 6M | +1.1% | +11.7% | -10.6% | -4.5% |
| YTD | +15.6% | -26.1% | +41.7% | +19.1% |
| 1Y | +9.2% | -21.3% | +30.4% | +10.1% |
| 3Y | +124.4% | -46.7% | +171.1% | +144.2% |
| 5Y | +138.0% | -40.5% | +178.5% | +150.6% |
| 10Y | +886.4% | +103.9% | +782.5% | +652.9% |
| All | +9,706.9% | +6,105.9% | +3,601.0% | +3,452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling