+127.9%
TT vs M
-11.5%
+139.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.1% |
| 7D | -2.0% | -4.3% | +2.3% | -1.4% |
| 30D | -14.0% | +1.3% | -15.3% | -14.4% |
| 3M | -15.9% | -7.4% | -8.5% | -15.1% |
| 6M | -17.3% | +18.3% | -35.7% | -20.3% |
| YTD | +4.0% | +7.6% | -3.6% | +1.4% |
| 1Y | -7.1% | +17.4% | -24.5% | -10.9% |
| 3Y | +90.2% | +108.4% | -18.1% | +57.8% |
| All | +127.9% | -11.5% | +139.4% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling