+4,919.6%
TT vs RL
+1,498.4%
+3,421.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +3.0% | -1.9% |
| 7D | -9.0% | -4.7% | -4.3% | -7.5% |
| 30D | -17.6% | +3.6% | -21.2% | -18.8% |
| 3M | -18.7% | +0.5% | -19.2% | -19.2% |
| 6M | -17.4% | +6.6% | -24.0% | -20.2% |
| YTD | +1.5% | +8.8% | -7.3% | -3.0% |
| 1Y | -9.4% | +21.8% | -31.1% | -16.9% |
| 3Y | +85.1% | +245.8% | -160.7% | +14.0% |
| 5Y | +125.7% | +230.0% | -104.2% | +37.1% |
| 10Y | +757.3% | +369.4% | +387.9% | +313.4% |
| All | +4,919.6% | +1,498.4% | +3,421.2% | +1,219.0% |
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