+266.6%
EW vs TT
+737.0%
-470.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.9% | +8.1% | -3.1% | +1.8% |
| 30D | +24.1% | -11.3% | +35.4% | +29.5% |
| 3M | +13.7% | -11.2% | +24.9% | +18.4% |
| 6M | +32.7% | -8.9% | +41.6% | +35.8% |
| YTD | +24.1% | +9.7% | +14.4% | +16.4% |
| 1Y | +23.6% | +1.3% | +22.4% | +19.9% |
| 3Y | +64.8% | +93.4% | -28.6% | +16.6% |
| 5Y | -8.8% | +133.5% | -142.3% | -42.9% |
| All | +266.6% | +737.0% | -470.5% | +20.1% |
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