+77.6%
V vs TT
+89.7%
-12.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.5% |
| 30D | +13.6% | -14.0% | +27.6% | +16.1% |
| 3M | +14.3% | -15.9% | +30.2% | +17.2% |
| 6M | +33.1% | -17.3% | +50.4% | +36.5% |
| YTD | +21.2% | +4.0% | +17.3% | +17.3% |
| 1Y | +26.4% | -7.1% | +33.6% | +25.9% |
| 3Y | +77.6% | +90.2% | -12.7% | +40.7% |
| All | +77.6% | +89.7% | -12.1% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling