+129.1%
TT vs TPR
+292.1%
-163.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | -7.4% | -23.0% | +15.6% | -3.0% |
| 3M | -3.2% | -12.5% | +9.3% | -1.4% |
| 6M | +1.1% | -21.4% | +22.5% | +4.9% |
| YTD | +15.6% | -3.5% | +19.1% | +15.4% |
| 1Y | +9.2% | +17.4% | -8.2% | +4.6% |
| All | +129.1% | +292.1% | -163.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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