-7.1%
TT vs SM
+72.1%
-79.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.5% |
| 7D | -2.0% | -25.9% | +23.9% | -5.7% |
| 30D | -14.0% | -15.1% | +1.1% | -15.5% |
| 3M | -15.9% | +4.9% | -20.7% | -14.4% |
| 6M | -17.3% | +6.1% | -23.5% | -15.3% |
| YTD | +4.0% | +63.4% | -59.5% | +4.6% |
| 1Y | -7.1% | +72.5% | -79.6% | -5.2% |
| All | -7.1% | +72.1% | -79.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling