+177.0%
TT vs PL
+84.9%
+92.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.2% | -9.3% | +9.1% | +0.5% |
| 30D | -7.4% | -18.9% | +11.5% | -5.9% |
| 3M | -3.2% | -58.4% | +55.2% | +3.0% |
| 6M | +1.1% | -30.3% | +31.4% | +2.1% |
| YTD | +15.6% | -8.1% | +23.7% | +13.3% |
| 1Y | +9.2% | +180.5% | -171.3% | -5.0% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling