+6,296.6%
TT vs TPR
+7,380.8%
-1,084.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | -2.3% | +2.1% | +0.6% |
| 30D | -7.4% | -23.0% | +15.6% | +0.5% |
| 3M | -3.2% | -12.5% | +9.3% | +0.1% |
| 6M | +1.1% | -21.4% | +22.5% | +8.1% |
| YTD | +15.6% | -3.5% | +19.1% | +14.6% |
| 1Y | +9.2% | +17.4% | -8.2% | +0.3% |
| 3Y | +124.4% | +291.3% | -166.9% | +28.3% |
| 5Y | +138.0% | +241.9% | -103.9% | +35.8% |
| 10Y | +886.4% | +322.7% | +563.7% | +340.2% |
| All | +6,296.6% | +7,380.8% | -1,084.2% | +945.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling