+132.3%
TT vs PBR
+459.2%
-326.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.5% |
| 7D | +4.0% | -1.0% | +5.1% | +4.1% |
| 30D | -11.3% | -29.3% | +18.0% | -9.9% |
| 3M | -12.3% | +5.5% | -17.8% | -12.9% |
| 6M | -10.8% | -2.9% | -8.0% | -11.1% |
| YTD | +8.2% | +61.5% | -53.3% | +3.6% |
| 1Y | +1.5% | +46.9% | -45.4% | -2.1% |
| 3Y | +91.5% | +66.4% | +25.0% | +81.9% |
| All | +132.3% | +459.2% | -326.9% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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