+186.8%
SO vs TT
+782.6%
-595.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.3% | +0.3% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | +8.6% | -11.8% | +20.4% | +11.4% |
| 3M | +1.8% | -12.6% | +14.4% | +4.6% |
| 6M | +3.6% | -9.4% | +13.0% | +5.1% |
| YTD | +9.9% | +8.8% | +1.1% | +6.1% |
| 1Y | +5.7% | -2.5% | +8.2% | +4.8% |
| 3Y | +52.5% | +95.7% | -43.2% | +20.7% |
| 5Y | +77.3% | +135.7% | -58.4% | +29.3% |
| 10Y | +186.8% | +750.6% | -563.8% | +57.5% |
| All | +186.8% | +782.6% | -595.8% | +57.5% |
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