+136.0%
TT vs RL
+245.5%
-109.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | -11.8% | +7.6% | -19.4% | -13.9% |
| 3M | -11.6% | -1.5% | -10.1% | -11.4% |
| 6M | -9.3% | +12.1% | -21.4% | -13.4% |
| YTD | +8.9% | +13.9% | -5.0% | +3.0% |
| 1Y | -2.2% | +20.7% | -22.9% | -9.4% |
| 3Y | +91.9% | +260.6% | -168.7% | +18.4% |
| 5Y | +136.0% | +248.9% | -112.9% | +39.0% |
| All | +136.0% | +245.5% | -109.5% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling