+50.8%
O vs TT
+903.8%
-852.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | -1.9% | -7.2% | +5.3% | +0.6% |
| 3M | +3.8% | -3.0% | +6.8% | +4.2% |
| 6M | -4.7% | +1.4% | -6.1% | -6.4% |
| YTD | +12.5% | +15.9% | -3.4% | +4.8% |
| 1Y | +10.8% | +9.4% | +1.4% | +5.1% |
| 3Y | +28.8% | +124.4% | -95.6% | -14.2% |
| 5Y | +13.2% | +138.0% | -124.8% | -28.4% |
| All | +50.8% | +903.8% | -852.9% | -46.4% |
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