+146.0%
TT vs PR
+433.6%
-287.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | -7.4% | +18.0% | -25.4% | -9.0% |
| 3M | -3.2% | +16.9% | -20.1% | -4.9% |
| 6M | +1.1% | +28.2% | -27.1% | -2.0% |
| YTD | +15.6% | +69.3% | -53.7% | +8.5% |
| 1Y | +9.2% | +69.5% | -60.3% | +2.2% |
| 3Y | +124.4% | +81.7% | +42.7% | +105.8% |
| All | +146.0% | +433.6% | -287.6% | +101.0% |
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