+65.3%
T vs TT
+899.5%
-834.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.5% | +1.6% | -3.1% | -1.9% |
| 30D | +7.6% | -7.3% | +14.9% | +9.5% |
| 3M | +15.3% | -2.6% | +17.9% | +15.4% |
| 6M | -8.5% | +5.9% | -14.4% | -10.7% |
| YTD | +6.8% | +15.4% | -8.6% | +1.6% |
| 1Y | -7.2% | +8.2% | -15.5% | -10.5% |
| 3Y | +108.2% | +122.7% | -14.4% | +55.5% |
| 5Y | +66.1% | +145.0% | -78.9% | +17.4% |
| 10Y | +65.3% | +893.7% | -828.4% | -29.1% |
| All | +65.3% | +899.5% | -834.2% | -29.1% |
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