+16.9%
TT vs SARO
-21.1%
+37.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | 0.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | -7.3% | -16.2% | +8.9% | -2.2% |
| 3M | -2.6% | -1.3% | -1.3% | -2.2% |
| 6M | +5.9% | -15.2% | +21.1% | +10.4% |
| YTD | +15.4% | -14.7% | +30.1% | +19.5% |
| 1Y | +8.2% | -9.1% | +17.3% | +9.5% |
| All | +16.9% | -21.1% | +37.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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