+72.2%
F vs TT
+744.7%
-672.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -0.2% | +0.8% | -1.1% | -0.9% |
| 30D | +0.9% | -11.8% | +12.7% | +7.8% |
| 3M | -11.3% | -11.6% | +0.2% | -5.6% |
| 6M | +2.0% | -9.3% | +11.3% | +6.1% |
| YTD | -3.2% | +8.9% | -12.0% | -10.9% |
| 1Y | -3.5% | -2.2% | -1.2% | -5.2% |
| 3Y | +48.1% | +91.9% | -43.8% | -10.4% |
| 5Y | -13.5% | +136.0% | -149.5% | -56.1% |
| 10Y | +72.2% | +734.7% | -662.6% | -62.9% |
| All | +72.2% | +744.7% | -672.5% | -62.9% |
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