+183.8%
EXC vs TT
+782.6%
-598.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -1.2% |
| 7D | -1.7% | +1.7% | -3.5% | -2.3% |
| 30D | +9.3% | -11.8% | +21.1% | +12.7% |
| 3M | +1.0% | -12.6% | +13.6% | +4.4% |
| 6M | +5.9% | -9.4% | +15.3% | +7.8% |
| YTD | +7.6% | +8.8% | -1.2% | +2.8% |
| 1Y | +2.4% | -2.5% | +4.9% | +1.1% |
| 3Y | +30.2% | +95.7% | -65.4% | -3.1% |
| 5Y | +41.4% | +135.7% | -94.4% | -5.1% |
| 10Y | +183.8% | +750.6% | -566.9% | +32.3% |
| All | +183.8% | +782.6% | -598.8% | +32.3% |
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