+329.6%
TTD vs TT
+836.9%
-507.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -0.5% |
| 7D | +5.2% | -2.0% | +7.2% | +6.4% |
| 30D | +6.9% | -14.0% | +21.0% | +16.2% |
| 3M | -26.8% | -15.9% | -11.0% | -20.0% |
| 6M | -46.1% | -17.3% | -28.8% | -41.5% |
| YTD | -65.9% | +4.0% | -69.9% | -69.2% |
| 1Y | -71.8% | -7.1% | -64.7% | -72.5% |
| 3Y | -83.3% | +90.2% | -173.6% | -90.8% |
| 5Y | -81.1% | +131.1% | -212.3% | -91.1% |
| 10Y | +441.7% | +777.7% | -336.0% | +6.7% |
| All | +329.6% | +836.9% | -507.3% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling