+336.0%
IR vs TT
+615.5%
-279.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | +1.1% | +3.5% | -2.4% | -1.4% |
| 30D | +7.6% | -11.0% | +18.6% | +16.5% |
| 3M | +0.1% | -12.0% | +12.1% | +9.1% |
| 6M | +14.0% | -10.4% | +24.4% | +21.9% |
| YTD | +7.5% | +9.9% | -2.5% | -1.4% |
| 1Y | +10.1% | +1.5% | +8.7% | +7.1% |
| 3Y | +24.9% | +93.7% | -68.9% | -27.9% |
| 5Y | +46.9% | +139.2% | -92.4% | -29.9% |
| All | +336.0% | +615.5% | -279.6% | -12.2% |
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