+13,847.2%
TT vs RF
+1,429.2%
+12,418.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | -9.0% | -1.6% | -7.3% | -8.5% |
| 30D | -17.6% | +5.0% | -22.7% | -18.9% |
| 3M | -18.7% | -10.0% | -8.7% | -16.1% |
| 6M | -17.4% | +3.3% | -20.8% | -18.5% |
| YTD | +1.5% | +7.9% | -6.4% | -1.3% |
| 1Y | -9.4% | +21.2% | -30.6% | -15.1% |
| 3Y | +85.1% | +105.8% | -20.7% | +44.7% |
| 5Y | +125.7% | +43.7% | +82.0% | +92.9% |
| 10Y | +757.3% | +289.4% | +467.9% | +407.7% |
| All | +13,847.2% | +1,429.2% | +12,418.0% | +3,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling