+132.3%
TT vs SM
+5.5%
+126.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.0% | +9.4% | -5.4% | +3.4% |
| 30D | -11.3% | -14.4% | +3.1% | -10.6% |
| 3M | -12.3% | +1.6% | -13.8% | -12.7% |
| 6M | -10.8% | +6.3% | -17.2% | -12.0% |
| YTD | +8.2% | +78.8% | -70.6% | +0.5% |
| 1Y | +1.5% | +83.1% | -81.7% | -6.1% |
| 3Y | +91.5% | -5.9% | +97.4% | +85.5% |
| All | +132.3% | +5.5% | +126.9% | +122.4% |
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