+188.2%
B vs TT
+887.4%
-699.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | -7.2% | +16.6% | +10.8% |
| 3M | +5.0% | -3.0% | +8.0% | +5.5% |
| 6M | -3.5% | +1.4% | -4.9% | -3.8% |
| YTD | +4.5% | +15.9% | -11.4% | +2.3% |
| 1Y | +67.8% | +9.4% | +58.4% | +65.5% |
| 3Y | +196.7% | +124.4% | +72.3% | +164.9% |
| 5Y | +151.9% | +138.0% | +13.9% | +121.1% |
| All | +188.2% | +887.4% | -699.2% | +106.2% |
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 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