+67.3%
F vs TT
+725.1%
-657.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | -3.1% | +4.0% | -7.1% | -5.4% |
| 30D | 0.0% | -11.3% | +11.3% | +6.5% |
| 3M | -13.2% | -12.3% | -0.9% | -7.2% |
| 6M | -10.2% | -10.8% | +0.6% | -5.6% |
| YTD | -4.9% | +8.2% | -13.1% | -12.2% |
| 1Y | -6.1% | +1.5% | -7.6% | -9.9% |
| 3Y | +46.0% | +91.5% | -45.5% | -11.6% |
| 5Y | -15.7% | +130.2% | -145.9% | -56.5% |
| All | +67.3% | +725.1% | -657.8% | -64.1% |
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