+72.2%
V vs TT
+140.2%
-68.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | -7.2% | +9.1% | +4.2% |
| 3M | +17.4% | -3.0% | +20.3% | +17.7% |
| 6M | +17.5% | +1.4% | +16.1% | +15.5% |
| YTD | +7.6% | +15.9% | -8.3% | +0.5% |
| 1Y | +7.7% | +9.4% | -1.7% | +2.4% |
| 3Y | +54.7% | +124.4% | -69.7% | +5.5% |
| All | +72.2% | +140.2% | -68.0% | +5.5% |
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