-68.4%
U vs TT
+129.2%
-197.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +3.7% |
| 7D | +36.6% | -2.0% | +38.6% | +37.9% |
| 30D | +13.3% | -14.0% | +27.3% | +26.4% |
| 3M | +26.2% | -15.9% | +42.0% | +42.8% |
| 6M | +88.7% | -17.3% | +106.1% | +112.1% |
| YTD | +16.6% | +4.0% | +12.6% | +3.0% |
| 1Y | +29.0% | -7.1% | +36.1% | +26.9% |
| 3Y | +99.5% | +90.2% | +9.3% | -18.5% |
| All | -68.4% | +129.2% | -197.7% | -92.3% |
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 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