+125.7%
TT vs PR
+225.6%
-99.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -3.9% |
| 7D | -9.0% | -16.5% | +7.6% | -7.4% |
| 30D | -17.6% | -4.5% | -13.1% | -17.3% |
| 3M | -18.7% | +8.5% | -27.2% | -19.5% |
| 6M | -17.4% | -3.3% | -14.1% | -17.5% |
| YTD | +1.5% | +55.7% | -54.2% | -4.3% |
| 1Y | -9.4% | +82.0% | -91.4% | -16.3% |
| 3Y | +85.1% | +62.5% | +22.6% | +71.0% |
| 5Y | +125.7% | +223.9% | -98.2% | +92.3% |
| All | +125.7% | +225.6% | -99.9% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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