+5,504.4%
TT vs TPR
+8,117.6%
-2,613.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.1% | -11.5% | -6.8% |
| 7D | -9.0% | +13.9% | -22.8% | -13.2% |
| 30D | -17.6% | +14.9% | -32.5% | -21.9% |
| 3M | -18.7% | -15.4% | -3.3% | -15.1% |
| 6M | -17.4% | -4.5% | -13.0% | -18.0% |
| YTD | +1.5% | +6.0% | -4.4% | -3.2% |
| 1Y | -9.4% | +24.3% | -33.7% | -18.7% |
| 3Y | +85.1% | +412.8% | -327.8% | -4.2% |
| 5Y | +125.7% | +258.4% | -132.7% | +26.5% |
| 10Y | +757.3% | +396.8% | +360.5% | +258.5% |
| All | +5,504.4% | +8,117.6% | -2,613.1% | +780.8% |
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