+177.0%
TT vs PL
+84.9%
+92.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | 0.0% | -9.3% | +9.3% | +0.7% |
| 30D | -7.2% | -18.9% | +11.8% | -5.7% |
| 3M | -3.0% | -58.4% | +55.4% | +3.2% |
| 6M | +1.4% | -30.3% | +31.7% | +2.3% |
| YTD | +15.9% | -8.1% | +24.0% | +13.6% |
| 1Y | +9.4% | +180.5% | -171.1% | -4.8% |
| 3Y | +124.4% | +444.1% | -319.8% | +72.4% |
| 5Y | +138.0% | +83.0% | +55.0% | +86.3% |
| All | +177.0% | +84.9% | +92.1% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PL 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling