+675.5%
BE vs TT
+558.4%
+117.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.7% | +7.2% | +7.6% |
| 7D | -1.2% | +1.7% | -3.0% | -1.8% |
| 30D | -30.9% | -11.8% | -19.1% | -21.3% |
| 3M | -11.6% | -12.6% | +1.0% | +1.9% |
| 6M | -25.7% | -9.4% | -16.4% | -15.3% |
| YTD | +123.1% | +8.8% | +114.3% | +118.0% |
| 1Y | +43.4% | -2.5% | +45.9% | +55.9% |
| 3Y | +1,683.6% | +95.7% | +1,588.0% | +1,032.4% |
| 5Y | +465.4% | +135.7% | +329.7% | +201.7% |
| All | +675.5% | +558.4% | +117.1% | +154.0% |
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