+129.1%
TT vs M
+117.7%
+11.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | -0.2% | +4.7% | -5.0% | -0.9% |
| 30D | -7.4% | -9.6% | +2.3% | -6.1% |
| 3M | -3.2% | +0.9% | -4.1% | -3.6% |
| 6M | +1.1% | +22.3% | -21.2% | -2.2% |
| YTD | +15.6% | +6.5% | +9.1% | +13.7% |
| 1Y | +9.2% | +38.8% | -29.6% | +3.2% |
| All | +129.1% | +117.7% | +11.4% | +100.1% |
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