+32.9%
W vs TT
+125.0%
-92.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | -4.2% | 0.0% | -4.2% | -4.1% |
| 30D | -7.6% | -7.2% | -0.4% | -2.1% |
| 3M | +37.2% | -3.0% | +40.1% | +39.9% |
| 6M | +26.3% | +1.4% | +25.0% | +23.5% |
| YTD | -1.0% | +15.9% | -16.9% | -14.4% |
| 1Y | +20.1% | +9.4% | +10.7% | +8.4% |
| All | +32.9% | +125.0% | -92.0% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling