+208.6%
B vs TT
+744.7%
-536.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | +7.1% | +0.8% | +6.3% | +6.9% |
| 30D | -3.3% | -11.8% | +8.4% | -1.2% |
| 3M | -2.5% | -11.6% | +9.0% | -0.5% |
| 6M | -7.2% | -9.3% | +2.1% | -5.7% |
| YTD | -7.4% | +8.9% | -16.2% | -8.3% |
| 1Y | +16.4% | -2.2% | +18.7% | +17.0% |
| 3Y | +178.7% | +91.9% | +86.8% | +155.6% |
| 5Y | +121.7% | +136.0% | -14.3% | +96.3% |
| 10Y | +208.6% | +734.7% | -526.1% | +149.7% |
| All | +208.6% | +744.7% | -536.0% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling