+108.8%
V vs TT
+134.9%
-26.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | +9.9% | -11.8% | +21.7% | +13.6% |
| 3M | +17.5% | -11.6% | +29.1% | +21.2% |
| 6M | +33.5% | -9.3% | +42.8% | +35.7% |
| YTD | +21.6% | +8.9% | +12.7% | +15.1% |
| 1Y | +27.6% | -2.2% | +29.8% | +25.5% |
| 3Y | +76.4% | +91.9% | -15.5% | +27.5% |
| All | +108.8% | +134.9% | -26.1% | +22.8% |
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