+175.9%
SLV vs TT
+782.6%
-606.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +1.8% |
| 7D | +5.6% | +1.7% | +3.9% | +5.2% |
| 30D | -12.1% | -11.8% | -0.3% | -10.0% |
| 3M | -16.3% | -12.6% | -3.7% | -14.2% |
| 6M | -34.1% | -9.4% | -24.7% | -32.9% |
| YTD | -25.3% | +8.8% | -34.1% | -25.9% |
| 1Y | +9.6% | -2.5% | +12.1% | +10.3% |
| 3Y | +132.7% | +95.7% | +37.0% | +110.1% |
| 5Y | +113.7% | +135.7% | -22.1% | +85.4% |
| 10Y | +175.9% | +750.6% | -574.7% | +99.3% |
| All | +175.9% | +782.6% | -606.7% | +99.3% |
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