-10.9%
DOW vs TT
+495.6%
-506.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -6.0% | +1.4% | -7.4% | -6.7% |
| 30D | -2.7% | -6.7% | +3.9% | +0.6% |
| 3M | -10.5% | -5.4% | -5.0% | -9.2% |
| 6M | -12.4% | +4.4% | -16.8% | -17.1% |
| YTD | +30.0% | +14.9% | +15.1% | +15.8% |
| 1Y | +27.8% | +9.3% | +18.5% | +16.8% |
| 3Y | -34.9% | +121.7% | -156.7% | -63.8% |
| 5Y | -35.9% | +148.2% | -184.0% | -68.0% |
| All | -10.9% | +495.6% | -506.5% | -78.3% |
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