-6.0%
U vs TT
+8.3%
-14.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +4.5% | +1.6% | +2.9% | +4.3% |
| 30D | -0.6% | -7.3% | +6.7% | +0.1% |
| 3M | +48.4% | -2.6% | +51.0% | +47.6% |
| 6M | +115.4% | +5.9% | +109.5% | +108.1% |
| YTD | -3.2% | +15.4% | -18.6% | -10.5% |
| 1Y | -6.0% | +8.2% | -14.3% | -8.3% |
| All | -6.0% | +8.3% | -14.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling