+146.0%
TT vs P
+276.6%
-130.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | 0.0% | +6.5% | -6.5% | -1.2% |
| 30D | -7.2% | +18.8% | -26.0% | -10.6% |
| 3M | -3.0% | +26.7% | -29.7% | -8.2% |
| 6M | +1.4% | +62.2% | -60.8% | -9.4% |
| YTD | +15.9% | +48.5% | -32.6% | +4.7% |
| 1Y | +9.4% | +26.4% | -17.0% | +0.3% |
| 3Y | +124.4% | +159.4% | -35.0% | +65.9% |
| All | +146.0% | +276.6% | -130.6% | +60.4% |
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