+271.2%
EW vs TT
+725.1%
-453.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.8% |
| 7D | +4.9% | +4.0% | +0.9% | +3.3% |
| 30D | +23.9% | -11.3% | +35.3% | +29.3% |
| 3M | +15.8% | -12.3% | +28.1% | +21.1% |
| 6M | +31.7% | -10.8% | +42.5% | +35.8% |
| YTD | +25.7% | +8.2% | +17.5% | +18.5% |
| 1Y | +24.4% | +1.5% | +23.0% | +20.5% |
| 3Y | +65.9% | +91.5% | -25.6% | +17.8% |
| 5Y | -7.6% | +130.2% | -137.8% | -41.9% |
| All | +271.2% | +725.1% | -453.9% | +22.3% |
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