-54.2%
W vs TT
+129.2%
-183.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -3.9% |
| 7D | -3.6% | -2.0% | -1.6% | -1.7% |
| 30D | +7.0% | -14.0% | +21.0% | +23.1% |
| 3M | +7.4% | -15.9% | +23.2% | +25.7% |
| 6M | +69.3% | -17.3% | +86.6% | +100.1% |
| YTD | +11.3% | +4.0% | +7.3% | -1.0% |
| 1Y | +13.2% | -7.1% | +20.3% | +14.6% |
| 3Y | +142.0% | +90.2% | +51.8% | -7.8% |
| All | -54.2% | +129.2% | -183.5% | -90.7% |
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