+214.8%
B vs TT
+725.1%
-510.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | -7.3% | +4.0% | -11.4% | -8.0% |
| 30D | -3.3% | -11.3% | +8.0% | -1.3% |
| 3M | -7.8% | -12.3% | +4.5% | -5.7% |
| 6M | -15.5% | -10.8% | -4.7% | -13.9% |
| YTD | -12.3% | +8.2% | -20.4% | -13.0% |
| 1Y | +5.4% | +1.5% | +3.9% | +5.4% |
| 3Y | +165.5% | +91.5% | +74.1% | +143.7% |
| 5Y | +107.0% | +130.2% | -23.2% | +83.9% |
| All | +214.8% | +725.1% | -510.2% | +156.1% |
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