+589.4%
SE vs TT
+619.0%
-29.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -2.5% | -7.2% | +4.7% | +2.3% |
| 3M | +21.7% | -3.0% | +24.7% | +22.8% |
| 6M | +27.0% | +1.4% | +25.6% | +23.2% |
| YTD | -12.1% | +15.9% | -28.0% | -22.5% |
| 1Y | -40.9% | +9.4% | -50.3% | -45.9% |
| 3Y | +191.0% | +124.4% | +66.6% | +59.9% |
| 5Y | -68.3% | +138.0% | -206.3% | -83.8% |
| All | +589.4% | +619.0% | -29.7% | +103.4% |
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