+129.6%
TT vs PL
+454.1%
-324.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | 0.0% | -9.3% | +9.3% | +0.6% |
| 30D | -7.2% | -18.9% | +11.8% | -5.9% |
| 3M | -3.0% | -58.4% | +55.4% | +1.9% |
| 6M | +1.4% | -30.3% | +31.7% | +2.3% |
| YTD | +15.9% | -8.1% | +24.0% | +14.1% |
| 1Y | +9.4% | +180.5% | -171.1% | -2.1% |
| All | +129.6% | +454.1% | -324.5% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling