+129.6%
TT vs S
+16.9%
+112.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | 0.0% | -7.7% | +7.7% | +0.8% |
| 30D | -7.2% | -5.3% | -1.8% | -6.8% |
| 3M | -3.0% | +20.3% | -23.2% | -5.3% |
| 6M | +1.4% | +47.4% | -46.0% | -4.4% |
| YTD | +15.9% | +32.5% | -16.6% | +10.6% |
| 1Y | +9.4% | +9.5% | -0.1% | +7.3% |
| All | +129.6% | +16.9% | +112.7% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling