+208.8%
C vs TT
+744.7%
-535.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.9% |
| 30D | -5.2% | -11.8% | +6.6% | +1.8% |
| 3M | -9.1% | -11.6% | +2.5% | -2.7% |
| 6M | -1.6% | -9.3% | +7.7% | +3.0% |
| YTD | +6.9% | +8.9% | -1.9% | -1.1% |
| 1Y | +23.0% | -2.2% | +25.2% | +21.4% |
| 3Y | +216.1% | +91.9% | +124.3% | +94.3% |
| 5Y | +112.2% | +136.0% | -23.7% | +8.3% |
| 10Y | +208.8% | +734.7% | -525.9% | -32.4% |
| All | +208.8% | +744.7% | -535.9% | -32.4% |
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