+235.5%
EW vs TT
+764.8%
-529.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | +11.0% | -2.0% | +13.0% | +11.8% |
| 30D | +19.1% | -14.0% | +33.1% | +25.7% |
| 3M | +14.4% | -15.9% | +30.2% | +21.6% |
| 6M | +22.8% | -17.3% | +40.1% | +30.4% |
| YTD | +19.8% | +4.0% | +15.9% | +14.8% |
| 1Y | +23.9% | -7.1% | +31.0% | +24.4% |
| 3Y | +52.2% | +90.2% | -38.0% | +8.0% |
| 5Y | -13.9% | +131.1% | -145.0% | -46.1% |
| All | +235.5% | +764.8% | -529.3% | +7.2% |
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