+14,856.2%
TT vs PH
+25,253.3%
-10,397.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +0.8% | +2.1% | -1.3% | -0.5% |
| 30D | -11.8% | +0.3% | -12.0% | -12.0% |
| 3M | -11.6% | -8.8% | -2.8% | -6.5% |
| 6M | -9.3% | +10.0% | -19.4% | -14.8% |
| YTD | +8.9% | +10.5% | -1.6% | +1.9% |
| 1Y | -2.2% | +15.5% | -17.8% | -11.1% |
| 3Y | +91.9% | +136.4% | -44.5% | +8.6% |
| 5Y | +136.0% | +213.6% | -77.6% | +10.0% |
| 10Y | +734.7% | +713.9% | +20.8% | +93.7% |
| All | +14,856.2% | +25,253.3% | -10,397.1% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling