+24.3%
W vs TT
-6.5%
+30.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.8% |
| 7D | +8.4% | -8.5% | +16.8% | +12.7% |
| 30D | +16.5% | -12.8% | +29.3% | +23.9% |
| 3M | +6.4% | -12.9% | +19.3% | +13.1% |
| 6M | +90.5% | -15.2% | +105.8% | +103.3% |
| YTD | +23.1% | +6.2% | +16.8% | +13.8% |
| 1Y | +24.3% | -4.5% | +28.8% | +31.5% |
| All | +24.3% | -6.5% | +30.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling