+1,008.9%
BE vs TT
+598.2%
+410.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.1% | +10.0% |
| 7D | +29.8% | +1.6% | +28.2% | +28.1% |
| 30D | +26.4% | -7.3% | +33.7% | +35.4% |
| 3M | +9.3% | -2.6% | +11.9% | +14.0% |
| 6M | +105.1% | +5.9% | +99.2% | +101.0% |
| YTD | +219.0% | +15.4% | +203.6% | +189.8% |
| 1Y | +418.8% | +8.2% | +410.5% | +408.2% |
| 3Y | +1,784.6% | +122.7% | +1,661.9% | +940.7% |
| 5Y | +1,251.0% | +145.0% | +1,106.0% | +579.0% |
| All | +1,008.9% | +598.2% | +410.7% | +237.7% |
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