+311.1%
SPOT vs TT
+629.2%
-318.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | +1.6% | +4.0% | -2.4% | +0.2% |
| 30D | +16.9% | -11.3% | +28.2% | +20.9% |
| 3M | +23.0% | -12.3% | +35.2% | +27.3% |
| 6M | +42.2% | -10.8% | +53.0% | +44.7% |
| YTD | +5.5% | +8.2% | -2.7% | -1.5% |
| 1Y | -5.1% | +1.5% | -6.5% | -9.1% |
| 3Y | +257.9% | +91.5% | +166.4% | +158.3% |
| 5Y | +118.4% | +130.2% | -11.8% | +40.3% |
| All | +311.1% | +629.2% | -318.1% | +83.0% |
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