+251.0%
SPOT vs TT
+674.9%
-423.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -6.5% | +1.4% | -7.9% | -7.0% |
| 30D | +2.2% | -6.7% | +8.8% | +4.6% |
| 3M | +5.4% | -5.4% | +10.8% | +6.4% |
| 6M | -4.0% | +4.4% | -8.4% | -7.3% |
| YTD | -9.9% | +14.9% | -24.9% | -16.8% |
| 1Y | -27.3% | +9.3% | -36.5% | -31.7% |
| 3Y | +236.4% | +121.7% | +114.7% | +131.2% |
| 5Y | +112.6% | +148.2% | -35.6% | +34.5% |
| All | +251.0% | +674.9% | -423.9% | +54.6% |
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