+1.5%
TT vs P
+17.1%
-15.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.5% | +0.2% |
| 7D | +3.5% | -4.7% | +8.2% | +4.1% |
| 30D | -11.0% | -31.4% | +20.4% | -6.1% |
| 3M | -12.0% | -2.6% | -9.4% | -12.2% |
| 6M | -10.4% | +21.9% | -32.4% | -14.6% |
| YTD | +9.9% | +58.9% | -49.0% | +0.1% |
| 1Y | +1.5% | +21.7% | -20.3% | -6.5% |
| All | +1.5% | +17.1% | -15.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling