-63.7%
XYZ vs TT
+131.0%
-194.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.9% |
| 7D | -1.1% | +4.0% | -5.1% | -4.0% |
| 30D | +11.5% | -11.3% | +22.8% | +21.0% |
| 3M | +1.8% | -12.3% | +14.1% | +11.1% |
| 6M | +21.2% | -10.8% | +32.1% | +28.3% |
| YTD | +29.9% | +8.2% | +21.8% | +13.0% |
| 1Y | +35.8% | +1.5% | +34.3% | +25.0% |
| 3Y | +62.6% | +91.5% | -28.9% | -29.4% |
| All | -63.7% | +131.0% | -194.7% | -90.6% |
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