+5,629.1%
TT vs RL
+1,366.2%
+4,262.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.1% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -7.4% | -7.8% | +0.4% | -4.9% |
| 3M | -3.2% | -4.0% | +0.8% | -2.3% |
| 6M | +1.1% | -1.9% | +3.0% | +0.7% |
| YTD | +15.6% | -0.2% | +15.8% | +14.1% |
| 1Y | +9.2% | +10.7% | -1.5% | +3.6% |
| 3Y | +124.4% | +210.8% | -86.4% | +43.5% |
| 5Y | +138.0% | +238.2% | -100.2% | +42.8% |
| 10Y | +886.4% | +313.4% | +573.0% | +398.3% |
| All | +5,629.1% | +1,366.2% | +4,262.9% | +1,455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling