+236.1%
EW vs TT
+744.7%
-508.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +9.3% | +0.8% | +8.5% | +8.8% |
| 30D | +22.1% | -11.8% | +33.8% | +27.6% |
| 3M | +13.0% | -11.6% | +24.6% | +17.9% |
| 6M | +30.1% | -9.3% | +39.4% | +33.2% |
| YTD | +22.0% | +8.9% | +13.1% | +14.8% |
| 1Y | +23.7% | -2.2% | +25.9% | +21.7% |
| 3Y | +62.0% | +91.9% | -29.9% | +14.9% |
| 5Y | -12.4% | +136.0% | -148.4% | -45.5% |
| 10Y | +236.1% | +734.7% | -498.7% | +8.6% |
| All | +236.1% | +744.7% | -508.6% | +8.6% |
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