+372.3%
SE vs TT
+575.6%
-203.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | 0.0% | +0.8% | -0.8% | -0.5% |
| 30D | -19.4% | -11.8% | -7.6% | -13.3% |
| 3M | -33.1% | -11.6% | -21.5% | -28.3% |
| 6M | -11.4% | -9.3% | -2.1% | -8.1% |
| YTD | -39.8% | +8.9% | -48.7% | -45.2% |
| 1Y | -50.5% | -2.2% | -48.2% | -51.5% |
| 3Y | +68.9% | +91.9% | -23.0% | +3.2% |
| 5Y | -77.1% | +136.0% | -213.1% | -88.2% |
| All | +372.3% | +575.6% | -203.2% | +43.8% |
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