+641.7%
BE vs TT
+558.8%
+82.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -13.4% | +0.8% | -14.2% | -13.2% |
| 30D | -33.9% | -11.8% | -22.1% | -24.8% |
| 3M | -12.0% | -11.6% | -0.4% | +0.4% |
| 6M | -29.0% | -9.3% | -19.7% | -19.1% |
| YTD | +113.4% | +8.9% | +104.5% | +108.3% |
| 1Y | +33.2% | -2.2% | +35.4% | +44.4% |
| 3Y | +1,659.2% | +91.9% | +1,567.3% | +1,034.9% |
| 5Y | +461.4% | +136.0% | +325.4% | +199.3% |
| All | +641.7% | +558.8% | +82.9% | +142.8% |
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