+668.0%
BE vs TT
+554.3%
+113.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -3.6% |
| 7D | +10.8% | +4.0% | +6.8% | +7.3% |
| 30D | -19.8% | -11.3% | -8.5% | -9.1% |
| 3M | -18.7% | -12.3% | -6.4% | -6.4% |
| 6M | -33.7% | -10.8% | -22.9% | -23.3% |
| YTD | +121.0% | +8.2% | +112.8% | +117.4% |
| 1Y | +85.4% | +1.5% | +83.9% | +94.4% |
| 3Y | +1,709.5% | +91.5% | +1,618.0% | +1,072.3% |
| 5Y | +462.2% | +130.2% | +332.0% | +206.1% |
| All | +668.0% | +554.3% | +113.6% | +153.4% |
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