-4.5%
TT vs M
+36.6%
-41.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.6% | -9.3% | -2.5% |
| 7D | -8.5% | +8.3% | -16.7% | -9.3% |
| 30D | -12.8% | +14.2% | -27.0% | -14.3% |
| 3M | -12.9% | -1.1% | -11.8% | -12.6% |
| 6M | -15.2% | +36.6% | -51.8% | -19.8% |
| YTD | +6.2% | +19.8% | -13.6% | +1.6% |
| 1Y | -4.5% | +37.2% | -41.7% | -12.2% |
| All | -4.5% | +36.6% | -41.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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