+165.7%
SLV vs TT
+140.2%
+25.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | -7.2% | +13.8% | +8.3% |
| 3M | -10.7% | -3.0% | -7.7% | -10.3% |
| 6M | -20.6% | +1.4% | -22.0% | -20.9% |
| YTD | -7.1% | +15.9% | -23.0% | -9.0% |
| 1Y | +62.0% | +9.4% | +52.6% | +59.8% |
| 3Y | +169.8% | +124.4% | +45.4% | +139.8% |
| All | +165.7% | +140.2% | +25.6% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling