+99.1%
V vs TT
+129.2%
-30.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | +2.2% | -2.0% | +4.2% | +2.7% |
| 30D | +13.6% | -14.0% | +27.6% | +18.2% |
| 3M | +14.3% | -15.9% | +30.2% | +19.5% |
| 6M | +33.1% | -17.3% | +50.4% | +39.1% |
| YTD | +21.2% | +4.0% | +17.3% | +16.3% |
| 1Y | +26.4% | -7.1% | +33.6% | +26.2% |
| 3Y | +77.6% | +90.2% | -12.7% | +28.0% |
| All | +99.1% | +129.2% | -30.2% | +17.7% |
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 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