+301.7%
LOW vs TT
+740.8%
-439.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.7% | +0.8% | +7.9% | +8.1% |
| 30D | +25.5% | -11.8% | +37.2% | +32.7% |
| 3M | +6.6% | -11.6% | +18.2% | +12.4% |
| 6M | +2.4% | -9.3% | +11.7% | +5.7% |
| YTD | -1.7% | +8.9% | -10.6% | -8.8% |
| 1Y | +1.7% | -2.2% | +3.9% | -0.1% |
| 3Y | +26.6% | +91.9% | -65.3% | -19.3% |
| 5Y | +10.1% | +136.0% | -125.9% | -40.0% |
| All | +301.7% | +740.8% | -439.1% | +0.9% |
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