+2,926.4%
V vs TT
+2,078.0%
+848.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +2.0% | -7.4% | +9.3% | +5.2% |
| 3M | +17.4% | -3.2% | +20.6% | +18.1% |
| 6M | +17.5% | +1.1% | +16.4% | +15.1% |
| YTD | +7.6% | +15.6% | -8.0% | -1.2% |
| 1Y | +7.7% | +9.2% | -1.5% | +1.1% |
| 3Y | +54.7% | +124.4% | -69.7% | +1.5% |
| 5Y | +73.0% | +138.0% | -65.0% | +8.4% |
| 10Y | +390.9% | +886.4% | -495.5% | +57.9% |
| All | +2,926.4% | +2,078.0% | +848.5% | +526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling