+965.2%
TT vs PR
+169.5%
+795.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -0.4% |
| 30D | -7.4% | +18.0% | -25.4% | -8.2% |
| 3M | -3.2% | +16.9% | -20.1% | -4.1% |
| 6M | +1.1% | +28.2% | -27.1% | -0.5% |
| YTD | +15.6% | +69.3% | -53.7% | +12.1% |
| 1Y | +9.2% | +69.5% | -60.3% | +5.8% |
| 3Y | +124.4% | +81.7% | +42.7% | +115.4% |
| 5Y | +138.0% | +422.2% | -284.2% | +115.6% |
| 10Y | +886.4% | +110.4% | +776.0% | +883.2% |
| All | +965.2% | +169.5% | +795.7% | +964.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling