+123.0%
TT vs USFR
+14.0%
+109.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.2% | +0.3% | -7.5% | -7.3% |
| 3M | -3.0% | +1.0% | -4.0% | -3.6% |
| 6M | +1.4% | +1.9% | -0.6% | -1.1% |
| YTD | +15.9% | +2.6% | +13.3% | +10.8% |
| 1Y | +9.4% | +4.0% | +5.4% | +0.4% |
| All | +123.0% | +14.0% | +109.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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