+103.0%
TT vs SN
+639.7%
-536.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -9.0% | +3.8% | -12.8% | -9.6% |
| 30D | -17.6% | +17.5% | -35.2% | -20.0% |
| 3M | -18.7% | +19.2% | -37.9% | -21.4% |
| 6M | -17.4% | +84.9% | -102.4% | -26.6% |
| YTD | +1.5% | +94.0% | -92.5% | -10.9% |
| 1Y | -9.4% | +151.3% | -160.7% | -23.9% |
| 3Y | +85.1% | +387.1% | -302.0% | +45.4% |
| All | +103.0% | +639.7% | -536.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling