+79.8%
F vs TT
+764.8%
-684.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.1% |
| 7D | +1.6% | -2.0% | +3.6% | +2.6% |
| 30D | +2.6% | -14.0% | +16.7% | +11.3% |
| 3M | -8.8% | -15.9% | +7.1% | 0.0% |
| 6M | +4.6% | -17.3% | +21.9% | +15.0% |
| YTD | -1.9% | +4.0% | -5.9% | -7.2% |
| 1Y | -0.8% | -7.1% | +6.4% | +0.5% |
| 3Y | +43.5% | +90.2% | -46.8% | -12.9% |
| 5Y | -12.1% | +131.1% | -143.2% | -54.8% |
| All | +79.8% | +764.8% | -684.9% | -60.9% |
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