+10.4%
V vs TT
+8.8%
+1.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -7.2% | +9.1% | +2.1% |
| 3M | +17.4% | -3.0% | +20.3% | +17.1% |
| 6M | +17.5% | +1.4% | +16.1% | +16.5% |
| YTD | +7.6% | +15.9% | -8.3% | +4.9% |
| All | +10.4% | +8.8% | +1.7% | +8.7% |
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