+14,178.8%
TT vs PH
+24,008.7%
-9,829.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 3M | -15.9% | -14.0% | -1.8% | -7.8% |
| 6M | -17.3% | +2.1% | -19.4% | -18.7% |
| YTD | +4.0% | +5.1% | -1.1% | +0.3% |
| 1Y | -7.1% | +10.9% | -18.1% | -13.4% |
| 3Y | +90.2% | +132.9% | -42.7% | +8.6% |
| 5Y | +131.1% | +200.1% | -69.0% | +10.7% |
| 10Y | +777.7% | +783.8% | -6.1% | +93.0% |
| All | +14,178.8% | +24,008.7% | -9,829.9% | +443.4% |
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