+268.2%
PM vs TT
+737.0%
-468.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.4% | +8.1% | -10.5% | -4.3% |
| 30D | -1.3% | -11.3% | +10.0% | +1.4% |
| 3M | +6.5% | -11.2% | +17.7% | +9.3% |
| 6M | +7.0% | -8.9% | +15.9% | +8.5% |
| YTD | +25.8% | +9.7% | +16.1% | +20.5% |
| 1Y | +30.9% | +1.3% | +29.6% | +28.2% |
| 3Y | +148.0% | +93.4% | +54.6% | +89.7% |
| 5Y | +161.2% | +133.5% | +27.6% | +82.1% |
| All | +268.2% | +737.0% | -468.9% | +64.8% |
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