+3,759.0%
FIX vs TT
+748.9%
+3,010.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.1% | +4.2% |
| 7D | +6.4% | +3.5% | +2.9% | +3.9% |
| 30D | -29.1% | -11.0% | -18.0% | -20.7% |
| 3M | -31.1% | -12.0% | -19.1% | -22.1% |
| 6M | -42.8% | -10.4% | -32.4% | -35.9% |
| YTD | +24.6% | +9.9% | +14.7% | +18.2% |
| 1Y | +21.9% | +1.5% | +20.5% | +24.0% |
| 3Y | +524.9% | +93.7% | +431.2% | +305.0% |
| 5Y | +1,092.2% | +139.2% | +953.0% | +543.3% |
| 10Y | +3,759.0% | +741.5% | +3,017.6% | +774.3% |
| All | +3,759.0% | +748.9% | +3,010.2% | +774.3% |
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