+192.9%
SO vs TT
+737.0%
-544.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.9% | +8.1% | -9.0% | -2.7% |
| 30D | +4.9% | -11.3% | +16.2% | +7.6% |
| 3M | +0.8% | -11.2% | +12.0% | +3.2% |
| 6M | +0.6% | -8.9% | +9.5% | +1.9% |
| YTD | +8.7% | +9.7% | -1.1% | +4.6% |
| 1Y | +4.0% | +1.3% | +2.7% | +2.1% |
| 3Y | +50.6% | +93.4% | -42.8% | +19.6% |
| 5Y | +77.5% | +133.5% | -56.1% | +29.8% |
| All | +192.9% | +737.0% | -544.2% | +58.5% |
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