+58.8%
T vs TT
+744.7%
-685.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -1.1% | -11.8% | +10.7% | +1.4% |
| 3M | -7.7% | -11.6% | +3.8% | -5.6% |
| 6M | -10.6% | -9.3% | -1.3% | -9.6% |
| YTD | -7.5% | +8.9% | -16.3% | -11.2% |
| 1Y | -7.4% | -2.2% | -5.2% | -8.7% |
| 3Y | +63.1% | +91.9% | -28.8% | +27.0% |
| 5Y | +55.2% | +136.0% | -80.8% | +9.8% |
| 10Y | +58.8% | +734.7% | -675.9% | -28.4% |
| All | +58.8% | +744.7% | -685.9% | -28.4% |
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