+90.2%
TT vs USFR
+14.4%
+75.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -14.0% | +0.4% | -14.4% | -14.3% |
| 3M | -15.9% | +1.1% | -16.9% | -16.6% |
| 6M | -17.3% | +2.1% | -19.4% | -19.5% |
| YTD | +4.0% | +3.4% | +0.5% | -4.9% |
| 1Y | -7.1% | +4.1% | -11.2% | -18.4% |
| 3Y | +90.2% | +14.4% | +75.8% | +34.9% |
| All | +90.2% | +14.4% | +75.8% | +34.9% |
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