+1.5%
TT vs RL
+15.3%
-13.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | +4.0% | +2.6% | +1.5% | +3.4% |
| 30D | -11.3% | +2.9% | -14.2% | -12.0% |
| 3M | -12.3% | 0.0% | -12.3% | -12.4% |
| 6M | -10.8% | +17.1% | -28.0% | -15.1% |
| YTD | +8.2% | +10.1% | -2.0% | +3.6% |
| 1Y | +1.5% | +17.3% | -15.8% | -4.9% |
| All | +1.5% | +15.3% | -13.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling