+5.3%
TT vs Q
+71.3%
-66.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.4% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -7.2% | -11.1% | +4.0% | -4.4% |
| 3M | -3.0% | -22.1% | +19.2% | +3.0% |
| 6M | +1.4% | +0.5% | +0.9% | -0.1% |
| YTD | +15.9% | +47.8% | -31.9% | +7.8% |
| All | +5.3% | +71.3% | -66.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling