-63.9%
XYZ vs TT
+129.2%
-193.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.1% |
| 7D | +12.1% | -2.0% | +14.2% | +13.6% |
| 30D | +12.4% | -14.0% | +26.4% | +24.8% |
| 3M | +8.2% | -15.9% | +24.0% | +21.9% |
| 6M | +20.7% | -17.3% | +38.0% | +35.5% |
| YTD | +31.3% | +4.0% | +27.4% | +17.8% |
| 1Y | +20.5% | -7.1% | +27.6% | +19.8% |
| 3Y | +72.6% | +90.2% | -17.6% | -25.2% |
| All | -63.9% | +129.2% | -193.1% | -90.3% |
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