+1.5%
TT vs M
+25.7%
-24.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +3.5% | -3.3% | +6.8% | +3.8% |
| 30D | -11.0% | +8.1% | -19.1% | -12.0% |
| 3M | -12.0% | +2.2% | -14.2% | -12.3% |
| 6M | -10.4% | +35.1% | -45.5% | -15.4% |
| YTD | +9.9% | +15.8% | -5.9% | +5.3% |
| 1Y | +1.5% | +25.8% | -24.4% | -5.4% |
| All | +1.5% | +25.7% | -24.2% | -5.4% |
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