+260.9%
PM vs TT
+748.9%
-488.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -7.1% | +3.5% | -10.6% | -7.9% |
| 30D | -2.8% | -11.0% | +8.2% | -0.1% |
| 3M | +6.3% | -12.0% | +18.4% | +9.4% |
| 6M | +9.6% | -10.4% | +20.1% | +11.7% |
| YTD | +25.6% | +9.9% | +15.7% | +20.3% |
| 1Y | +29.7% | +1.5% | +28.2% | +26.9% |
| 3Y | +147.6% | +93.7% | +53.8% | +89.3% |
| 5Y | +160.1% | +139.2% | +20.9% | +79.5% |
| 10Y | +260.9% | +741.5% | -480.6% | +60.3% |
| All | +260.9% | +748.9% | -488.0% | +60.3% |
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