+200.1%
EXC vs TT
+748.9%
-548.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -1.4% | +3.5% | -4.9% | -2.4% |
| 30D | +8.3% | -11.0% | +19.3% | +11.4% |
| 3M | +2.6% | -12.0% | +14.6% | +5.8% |
| 6M | +5.2% | -10.4% | +15.6% | +7.4% |
| YTD | +7.5% | +9.9% | -2.4% | +2.4% |
| 1Y | +3.2% | +1.5% | +1.7% | +0.6% |
| 3Y | +29.5% | +93.7% | -64.2% | -3.3% |
| 5Y | +39.7% | +139.2% | -99.6% | -6.8% |
| 10Y | +200.1% | +741.5% | -541.4% | +34.0% |
| All | +200.1% | +748.9% | -548.8% | +34.0% |
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