+154.5%
SO vs TT
+912.5%
-758.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -4.6% | -7.2% | +2.6% | -3.0% |
| 3M | -3.0% | -3.0% | -0.1% | -2.7% |
| 6M | -8.3% | +1.4% | -9.6% | -9.2% |
| YTD | +3.5% | +15.9% | -12.4% | -1.2% |
| 1Y | -0.9% | +9.4% | -10.4% | -4.2% |
| 3Y | +45.4% | +124.4% | -79.0% | +11.0% |
| 5Y | +59.6% | +138.0% | -78.4% | +17.4% |
| All | +154.5% | +912.5% | -758.0% | +30.1% |
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