+13,226.1%
TT vs M
+396.5%
+12,829.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | -0.2% | +4.7% | -5.0% | -1.5% |
| 30D | -7.4% | -9.6% | +2.3% | -4.8% |
| 3M | -3.2% | +0.9% | -4.1% | -4.0% |
| 6M | +1.1% | +22.3% | -21.2% | -5.3% |
| YTD | +15.6% | +6.5% | +9.1% | +11.9% |
| 1Y | +9.2% | +38.8% | -29.6% | -2.4% |
| 3Y | +124.4% | +115.9% | +8.5% | +64.7% |
| 5Y | +138.0% | +28.6% | +109.4% | +83.6% |
| 10Y | +886.4% | -2.5% | +888.9% | +545.1% |
| All | +13,226.1% | +396.5% | +12,829.6% | +4,278.6% |
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