+139.2%
TT vs PL
+38.8%
+100.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | +13.4% | -9.9% | +2.3% |
| 30D | -11.0% | -10.2% | -0.9% | -10.4% |
| 3M | -12.0% | -39.5% | +27.5% | -8.8% |
| 6M | -10.4% | -65.7% | +55.3% | -3.7% |
| YTD | +9.9% | -27.3% | +37.2% | +9.4% |
| 1Y | +1.5% | +15.0% | -13.5% | -3.6% |
| 3Y | +93.7% | +560.8% | -467.1% | +44.7% |
| 5Y | +139.2% | +38.4% | +100.8% | +98.2% |
| All | +139.2% | +38.8% | +100.4% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling