+10,836.1%
TT vs SM
+1,302.7%
+9,533.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | -2.0% | -25.9% | +23.9% | +1.8% |
| 30D | -14.0% | -15.1% | +1.1% | -12.4% |
| 3M | -15.9% | +4.9% | -20.7% | -17.0% |
| 6M | -17.3% | +6.1% | -23.5% | -19.2% |
| YTD | +4.0% | +63.4% | -59.5% | -5.2% |
| 1Y | -7.1% | +72.5% | -79.6% | -16.1% |
| 3Y | +90.2% | -16.9% | +107.1% | +84.9% |
| 5Y | +131.1% | -10.6% | +141.8% | +112.7% |
| 10Y | +777.7% | +11.3% | +766.4% | +461.7% |
| All | +10,836.1% | +1,302.7% | +9,533.4% | +4,412.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling