+19.2%
U vs TT
-2.5%
+21.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.4% |
| 7D | +32.3% | +1.7% | +30.6% | +32.1% |
| 30D | +9.7% | -11.8% | +21.5% | +11.4% |
| 3M | +19.6% | -12.6% | +32.2% | +21.2% |
| 6M | +82.6% | -9.4% | +92.0% | +83.4% |
| YTD | +16.4% | +8.8% | +7.6% | +8.7% |
| All | +19.2% | -2.5% | +21.8% | +22.8% |
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 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