+91.9%
TT vs M
+155.4%
-63.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | +0.8% | +5.0% | -4.2% | +0.1% |
| 30D | -11.8% | +10.6% | -22.4% | -13.2% |
| 3M | -11.6% | +1.6% | -13.2% | -12.0% |
| 6M | -9.3% | +30.8% | -40.2% | -13.4% |
| YTD | +8.9% | +16.9% | -8.0% | +5.3% |
| 1Y | -2.2% | +26.3% | -28.5% | -6.6% |
| 3Y | +91.9% | +158.6% | -66.7% | +64.9% |
| All | +91.9% | +155.4% | -63.5% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling