+95.7%
TT vs SN
+428.0%
-332.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +4.1% |
| 7D | +1.7% | +7.6% | -5.9% | +0.2% |
| 30D | -11.8% | +24.1% | -35.9% | -15.8% |
| 3M | -12.6% | +23.7% | -36.3% | -16.7% |
| 6M | -9.4% | +105.5% | -114.9% | -23.2% |
| YTD | +8.8% | +105.1% | -96.3% | -8.2% |
| 1Y | -2.5% | +148.3% | -150.8% | -21.2% |
| 3Y | +95.7% | +438.7% | -343.0% | +34.1% |
| All | +95.7% | +428.0% | -332.4% | +34.1% |
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