+239.3%
SLV vs TT
+1,958.7%
-1,719.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | +5.1% | -2.0% | +7.1% | +5.4% |
| 30D | -12.9% | -14.0% | +1.1% | -10.4% |
| 3M | -16.1% | -15.9% | -0.2% | -13.4% |
| 6M | -33.2% | -17.3% | -15.8% | -30.9% |
| YTD | -27.2% | +4.0% | -31.2% | -27.6% |
| 1Y | +7.6% | -7.1% | +14.7% | +9.2% |
| 3Y | +122.3% | +90.2% | +32.1% | +97.1% |
| 5Y | +109.7% | +131.1% | -21.4% | +77.3% |
| 10Y | +168.4% | +777.7% | -609.3% | +73.7% |
| All | +239.3% | +1,958.7% | -1,719.3% | +57.8% |
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 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