+94.6%
TT vs PH
+139.3%
-44.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +3.5% | +6.9% | -3.4% | -0.3% |
| 30D | -11.0% | +1.7% | -12.7% | -12.0% |
| 3M | -12.0% | -8.1% | -3.9% | -7.8% |
| 6M | -10.4% | +11.5% | -21.9% | -15.9% |
| YTD | +9.9% | +11.4% | -1.4% | +3.3% |
| 1Y | +1.5% | +14.1% | -12.6% | -5.9% |
| All | +94.6% | +139.3% | -44.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling