+5,487.4%
TT vs PBR
+1,864.5%
+3,623.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.3% |
| 7D | +1.6% | +2.5% | -0.9% | +0.9% |
| 30D | -7.3% | +19.4% | -26.7% | -11.4% |
| 3M | -2.6% | +20.8% | -23.4% | -7.5% |
| 6M | +5.9% | +23.5% | -17.6% | -0.6% |
| YTD | +15.4% | +83.4% | -68.0% | -1.9% |
| 1Y | +8.2% | +77.6% | -69.3% | -7.6% |
| 3Y | +122.7% | +99.9% | +22.8% | +80.4% |
| 5Y | +145.0% | +567.7% | -422.8% | +37.3% |
| 10Y | +893.7% | +621.5% | +272.2% | +355.0% |
| All | +5,487.4% | +1,864.5% | +3,623.0% | +1,517.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling