+127.9%
TT vs SM
-11.5%
+139.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | -2.0% | -25.9% | +23.9% | -0.3% |
| 30D | -14.0% | -15.1% | +1.1% | -13.3% |
| 3M | -15.9% | +4.9% | -20.7% | -16.5% |
| 6M | -17.3% | +6.1% | -23.5% | -18.5% |
| YTD | +4.0% | +63.4% | -59.5% | -2.8% |
| 1Y | -7.1% | +72.5% | -79.6% | -13.8% |
| 3Y | +90.2% | -16.9% | +107.1% | +86.0% |
| All | +127.9% | -11.5% | +139.4% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling