+337.1%
IR vs TT
+614.2%
-277.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.2% | +8.1% | -3.8% | -1.4% |
| 30D | +8.1% | -11.3% | +19.3% | +17.3% |
| 3M | +0.7% | -11.2% | +11.9% | +9.0% |
| 6M | +16.6% | -8.9% | +25.5% | +23.2% |
| YTD | +7.8% | +9.7% | -2.0% | -1.0% |
| 1Y | +9.9% | +1.3% | +8.6% | +7.0% |
| 3Y | +25.2% | +93.4% | -68.2% | -27.6% |
| 5Y | +46.8% | +133.5% | -86.8% | -28.6% |
| All | +337.1% | +614.2% | -277.1% | -11.8% |
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