-7.1%
TT vs PL
-3.5%
-3.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.4% | -8.0% | +1.7% |
| 7D | -2.0% | -6.8% | +4.8% | -1.7% |
| 30D | -14.0% | -29.3% | +15.3% | -12.6% |
| 3M | -15.9% | -44.8% | +28.9% | -13.6% |
| 6M | -17.3% | -68.4% | +51.1% | -13.6% |
| YTD | +4.0% | -36.4% | +40.3% | +4.9% |
| 1Y | -7.1% | +0.7% | -7.8% | -9.7% |
| All | -7.1% | -3.5% | -3.6% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling