+194.9%
SO vs TT
+744.7%
-549.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | +8.7% | -11.8% | +20.5% | +11.5% |
| 3M | +3.4% | -11.6% | +14.9% | +5.9% |
| 6M | +3.7% | -9.3% | +13.0% | +5.2% |
| YTD | +10.0% | +8.9% | +1.1% | +6.2% |
| 1Y | +6.6% | -2.2% | +8.8% | +5.6% |
| 3Y | +52.5% | +91.9% | -39.4% | +21.3% |
| 5Y | +76.1% | +136.0% | -59.9% | +28.2% |
| 10Y | +194.9% | +734.7% | -539.8% | +59.2% |
| All | +194.9% | +744.7% | -549.8% | +59.2% |
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