+85.8%
TT vs SN
+384.9%
-299.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -9.0% | +3.8% | -12.8% | -9.7% |
| 30D | -17.6% | +17.5% | -35.2% | -20.5% |
| 3M | -18.7% | +19.2% | -37.9% | -21.9% |
| 6M | -17.4% | +84.9% | -102.4% | -28.4% |
| YTD | +1.5% | +94.0% | -92.5% | -13.3% |
| 1Y | -9.4% | +151.3% | -160.7% | -26.9% |
| All | +85.8% | +384.9% | -299.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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