+127.9%
TT vs P
+247.4%
-119.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +1.7% |
| 7D | -2.0% | -23.8% | +21.8% | +2.8% |
| 30D | -14.0% | -36.6% | +22.6% | -6.8% |
| 3M | -15.9% | +10.9% | -26.7% | -18.5% |
| 6M | -17.3% | +30.0% | -47.3% | -23.3% |
| YTD | +4.0% | +44.4% | -40.4% | -6.3% |
| 1Y | -7.1% | +3.9% | -11.0% | -11.9% |
| 3Y | +90.2% | +176.6% | -86.3% | +37.4% |
| All | +127.9% | +247.4% | -119.5% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling