-10.8%
TT vs PBR
-6.4%
-4.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.3% |
| 7D | +4.0% | -1.0% | +5.1% | +3.9% |
| 30D | -11.3% | -29.3% | +18.0% | -15.4% |
| 3M | -12.3% | +5.5% | -17.8% | -7.3% |
| 6M | -10.8% | -2.9% | -8.0% | -9.3% |
| All | -10.8% | -6.4% | -4.5% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling