+127.9%
TT vs TPR
+253.5%
-125.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -2.0% | +14.2% | -16.2% | -5.2% |
| 30D | -14.0% | +17.1% | -31.1% | -17.5% |
| 3M | -15.9% | -17.7% | +1.8% | -12.5% |
| 6M | -17.3% | -10.2% | -7.1% | -16.3% |
| YTD | +4.0% | +4.9% | -1.0% | +0.9% |
| 1Y | -7.1% | +36.1% | -43.2% | -15.7% |
| 3Y | +90.2% | +416.5% | -326.2% | +15.4% |
| All | +127.9% | +253.5% | -125.6% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling