+127.9%
TT vs PH
+197.3%
-69.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +0.6% |
| 7D | -2.0% | +2.0% | -4.0% | -3.2% |
| 30D | -14.0% | -3.7% | -10.3% | -12.2% |
| 3M | -15.9% | -14.0% | -1.8% | -8.0% |
| 6M | -17.3% | +2.1% | -19.4% | -18.6% |
| YTD | +4.0% | +5.1% | -1.1% | +0.5% |
| 1Y | -7.1% | +10.9% | -18.1% | -13.1% |
| 3Y | +90.2% | +132.9% | -42.7% | +8.5% |
| All | +127.9% | +197.3% | -69.4% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling