+220.1%
C vs TT
+782.6%
-562.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | -0.4% |
| 7D | -0.9% | +1.7% | -2.7% | -2.0% |
| 30D | -5.4% | -11.8% | +6.4% | +1.6% |
| 3M | -9.2% | -12.6% | +3.4% | -2.1% |
| 6M | -1.8% | -9.4% | +7.5% | +2.8% |
| YTD | +6.7% | +8.8% | -2.1% | -1.3% |
| 1Y | +23.5% | -2.5% | +26.0% | +22.2% |
| 3Y | +219.8% | +95.7% | +124.1% | +93.9% |
| 5Y | +112.4% | +135.7% | -23.3% | +8.3% |
| 10Y | +220.1% | +750.6% | -530.5% | -32.0% |
| All | +220.1% | +782.6% | -562.5% | -32.0% |
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