-5.5%
TT vs Q
+66.4%
-71.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +0.6% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -14.0% | -9.8% | -4.2% | -11.7% |
| 3M | -15.9% | -12.2% | -3.7% | -13.2% |
| 6M | -17.3% | -21.6% | +4.3% | -12.7% |
| YTD | +4.0% | +43.6% | -39.6% | -2.6% |
| 1Y | -7.1% | +25.7% | -32.8% | -13.1% |
| All | -5.5% | +66.4% | -71.9% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling