-39.0%
U vs TT
+286.2%
-325.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | -3.8% | -0.2% | -3.6% | -3.6% |
| 30D | +17.5% | -7.4% | +24.8% | +23.4% |
| 3M | +38.7% | -3.2% | +41.9% | +39.7% |
| 6M | +104.4% | +1.1% | +103.3% | +96.9% |
| YTD | -5.7% | +15.6% | -21.3% | -19.5% |
| 1Y | +3.7% | +9.2% | -5.5% | -7.7% |
| 3Y | +12.3% | +124.4% | -112.1% | -48.4% |
| 5Y | -68.8% | +138.0% | -206.8% | -89.3% |
| All | -39.0% | +286.2% | -325.3% | -78.6% |
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