-85.1%
TTD vs TT
+131.0%
-216.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.2% |
| 7D | +21.3% | +4.0% | +17.2% | +18.8% |
| 30D | +28.7% | -11.3% | +40.0% | +37.4% |
| 3M | +7.7% | -12.3% | +20.0% | +15.2% |
| 6M | -23.5% | -10.8% | -12.6% | -20.6% |
| YTD | -58.7% | +8.2% | -66.8% | -64.4% |
| 1Y | -63.4% | +1.5% | -64.9% | -66.8% |
| 3Y | -75.3% | +91.5% | -166.8% | -88.7% |
| All | -85.1% | +131.0% | -216.2% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling