+163.6%
W vs TT
+1,161.8%
-998.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | -4.2% | -0.2% | -3.9% | -3.9% |
| 30D | -7.6% | -7.4% | -0.2% | -1.4% |
| 3M | +37.2% | -3.2% | +40.4% | +40.6% |
| 6M | +26.3% | +1.1% | +25.2% | +23.9% |
| YTD | -1.0% | +15.6% | -16.6% | -14.7% |
| 1Y | +20.1% | +9.2% | +10.9% | +8.2% |
| 3Y | +37.8% | +124.4% | -86.6% | -34.2% |
| 5Y | -63.7% | +138.0% | -201.7% | -83.3% |
| 10Y | +156.3% | +886.4% | -730.1% | -53.9% |
| All | +163.6% | +1,161.8% | -998.2% | -60.9% |
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