+293.0%
LOW vs TT
+725.1%
-432.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | +1.4% | +4.0% | -2.6% | -0.6% |
| 30D | +21.7% | -11.3% | +33.0% | +28.4% |
| 3M | +5.0% | -12.3% | +17.3% | +11.2% |
| 6M | +4.6% | -10.8% | +15.4% | +8.9% |
| YTD | -3.5% | +8.2% | -11.6% | -10.2% |
| 1Y | +0.5% | +1.5% | -0.9% | -3.2% |
| 3Y | +24.8% | +91.5% | -66.7% | -20.4% |
| 5Y | +6.5% | +130.2% | -123.8% | -41.1% |
| All | +293.0% | +725.1% | -432.1% | -2.4% |
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