+94.6%
TT vs SM
-8.5%
+103.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.7% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | -11.0% | -17.3% | +6.3% | -10.4% |
| 3M | -12.0% | -3.6% | -8.4% | -12.2% |
| 6M | -10.4% | +2.9% | -13.3% | -11.3% |
| YTD | +9.9% | +70.2% | -60.3% | +1.0% |
| 1Y | +1.5% | +66.5% | -65.0% | -6.6% |
| All | +94.6% | -8.5% | +103.2% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling