+543.0%
XYZ vs TT
+934.1%
-391.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -1.0% |
| 7D | +9.2% | -9.0% | +18.2% | +16.4% |
| 30D | +9.8% | -17.6% | +27.4% | +24.8% |
| 3M | -0.2% | -18.7% | +18.5% | +14.2% |
| 6M | +18.0% | -17.4% | +35.4% | +31.3% |
| YTD | +29.1% | +1.5% | +27.6% | +20.9% |
| 1Y | +14.1% | -9.4% | +23.5% | +16.5% |
| 3Y | +72.6% | +85.1% | -12.4% | -2.6% |
| 5Y | -64.6% | +125.7% | -190.3% | -83.1% |
| 10Y | +590.0% | +757.3% | -167.4% | +36.5% |
| All | +543.0% | +934.1% | -391.1% | +4.5% |
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