+148.2%
TT vs NI
+95.2%
+53.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | -6.7% | -0.3% | -6.4% | -6.6% |
| 3M | -5.4% | -9.5% | +4.0% | -1.9% |
| 6M | +4.4% | -10.2% | +14.6% | +8.5% |
| YTD | +14.9% | +1.8% | +13.2% | +13.5% |
| 1Y | +9.3% | +5.7% | +3.6% | +6.0% |
| 3Y | +121.7% | +69.6% | +52.1% | +74.3% |
| 5Y | +148.2% | +95.8% | +52.4% | +86.3% |
| All | +148.2% | +95.2% | +53.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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