+3,653.2%
FIX vs TT
+764.8%
+2,888.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +3.4% |
| 7D | -17.5% | -2.0% | -15.4% | -15.4% |
| 30D | -41.6% | -14.0% | -27.5% | -32.8% |
| 3M | -40.6% | -15.9% | -24.7% | -30.3% |
| 6M | -49.4% | -17.3% | -32.0% | -39.3% |
| YTD | +9.2% | +4.0% | +5.2% | +8.5% |
| 1Y | +6.5% | -7.1% | +13.6% | +16.5% |
| 3Y | +448.7% | +90.2% | +358.5% | +261.9% |
| 5Y | +948.7% | +131.1% | +817.6% | +482.4% |
| All | +3,653.2% | +764.8% | +2,888.4% | +693.2% |
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