+333.1%
SLV vs TT
+2,195.1%
-1,862.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +6.7% | -7.4% | +14.1% | +8.2% |
| 3M | -10.7% | -3.2% | -7.5% | -10.3% |
| 6M | -20.6% | +1.1% | -21.7% | -20.8% |
| YTD | -7.1% | +15.6% | -22.8% | -9.4% |
| 1Y | +62.0% | +9.2% | +52.8% | +59.4% |
| 3Y | +169.8% | +124.4% | +45.4% | +131.5% |
| 5Y | +161.5% | +138.0% | +23.4% | +119.4% |
| 10Y | +224.4% | +886.4% | -662.0% | +105.1% |
| All | +333.1% | +2,195.1% | -1,862.0% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling