+4,164.9%
TT vs SPXU
-100.0%
+4,264.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -7.4% | +0.8% | -8.2% | -7.0% |
| 3M | -3.2% | -4.7% | +1.5% | -3.9% |
| 6M | +1.1% | -29.6% | +30.7% | -9.1% |
| YTD | +15.6% | -29.9% | +45.5% | +4.3% |
| 1Y | +9.2% | -39.1% | +48.2% | -5.7% |
| 3Y | +124.4% | -80.0% | +204.4% | +43.6% |
| 5Y | +138.0% | -86.0% | +224.1% | +57.2% |
| 10Y | +886.4% | -99.5% | +985.9% | +152.0% |
| All | +4,164.9% | -100.0% | +4,264.9% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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