-83.3%
TTD vs TT
+89.7%
-173.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.5% |
| 7D | +5.2% | -2.0% | +7.2% | +5.6% |
| 30D | +6.9% | -14.0% | +21.0% | +9.9% |
| 3M | -26.8% | -15.9% | -11.0% | -24.5% |
| 6M | -46.1% | -17.3% | -28.8% | -44.5% |
| YTD | -65.9% | +4.0% | -69.9% | -68.7% |
| 1Y | -71.8% | -7.1% | -64.7% | -72.5% |
| 3Y | -83.3% | +90.2% | -173.6% | -85.8% |
| All | -83.3% | +89.7% | -173.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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