+11,575.7%
TT vs M
+425.5%
+11,150.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -2.8% |
| 7D | -9.0% | -2.1% | -6.8% | -8.5% |
| 30D | -17.6% | +7.7% | -25.3% | -19.6% |
| 3M | -18.7% | -4.4% | -14.3% | -18.2% |
| 6M | -17.4% | +27.5% | -44.9% | -23.9% |
| YTD | +1.5% | +12.8% | -11.2% | -3.8% |
| 1Y | -9.4% | +20.7% | -30.1% | -16.0% |
| 3Y | +85.1% | +111.3% | -26.2% | +36.3% |
| 5Y | +125.7% | -6.3% | +132.1% | +93.1% |
| 10Y | +757.3% | +1.5% | +755.9% | +452.6% |
| All | +11,575.7% | +425.5% | +11,150.2% | +3,654.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling