-15.2%
TT vs RF
+5.8%
-21.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.8% |
| 7D | -8.5% | +2.3% | -10.7% | -8.7% |
| 30D | -12.8% | +7.2% | -20.0% | -13.6% |
| 3M | -12.9% | -8.2% | -4.7% | -11.5% |
| 6M | -15.2% | +7.0% | -22.3% | -14.9% |
| All | -15.2% | +5.8% | -21.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 6mo: compounded portfolio wealth divided by compounded RF 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…
6mo analysis · Full analysis span regression · 6 months rolling