+291.3%
IR vs TT
+654.4%
-363.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -15.1% | -7.2% | -8.0% | -10.5% |
| 3M | +6.1% | -3.0% | +9.0% | +7.8% |
| 6M | -16.8% | +1.4% | -18.2% | -18.2% |
| YTD | -3.5% | +15.9% | -19.4% | -14.3% |
| 1Y | -3.5% | +9.4% | -12.9% | -11.0% |
| 3Y | +9.5% | +124.4% | -114.9% | -43.6% |
| 5Y | +45.1% | +138.0% | -92.9% | -29.9% |
| All | +291.3% | +654.4% | -363.1% | -23.7% |
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