+148.2%
TT vs PBR
+566.8%
-418.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -6.7% | +17.5% | -24.2% | -7.5% |
| 3M | -5.4% | +20.9% | -26.3% | -6.6% |
| 6M | +4.4% | +20.2% | -15.9% | +2.9% |
| YTD | +14.9% | +84.3% | -69.3% | +9.8% |
| 1Y | +9.3% | +77.1% | -67.8% | +4.6% |
| 3Y | +121.7% | +100.8% | +20.9% | +109.3% |
| 5Y | +148.2% | +556.1% | -408.0% | +107.1% |
| All | +148.2% | +566.8% | -418.7% | +107.1% |
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