+533.2%
XYZ vs TT
+1,080.3%
-547.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.2% |
| 7D | -1.0% | -0.2% | -0.7% | -0.8% |
| 30D | -1.7% | -7.4% | +5.7% | +3.8% |
| 3M | +16.7% | -3.2% | +19.9% | +18.0% |
| 6M | +26.9% | +1.1% | +25.7% | +22.7% |
| YTD | +27.1% | +15.6% | +11.5% | +9.9% |
| 1Y | +9.3% | +9.2% | +0.1% | -2.0% |
| 3Y | +42.3% | +124.4% | -82.1% | -30.2% |
| 5Y | -69.3% | +138.0% | -207.3% | -85.8% |
| 10Y | +586.8% | +886.4% | -299.6% | +24.4% |
| All | +533.2% | +1,080.3% | -547.1% | -5.2% |
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 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