+29.0%
U vs TT
-7.6%
+36.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +5.4% |
| 7D | +36.6% | -2.0% | +38.6% | +36.6% |
| 30D | +13.3% | -14.0% | +27.3% | +15.2% |
| 3M | +26.2% | -15.9% | +42.0% | +28.1% |
| 6M | +88.7% | -17.3% | +106.1% | +91.6% |
| YTD | +16.6% | +4.0% | +12.6% | +9.5% |
| 1Y | +29.0% | -7.1% | +36.1% | +36.2% |
| All | +29.0% | -7.6% | +36.5% | +36.2% |
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