-78.9%
TE vs TT
+352.6%
-431.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -26.9% | +0.8% | -27.7% | -27.0% |
| 30D | -38.9% | -11.8% | -27.2% | -35.6% |
| 3M | -61.0% | -11.6% | -49.4% | -58.9% |
| 6M | -66.4% | -9.3% | -57.1% | -64.6% |
| YTD | -69.0% | +8.9% | -77.9% | -69.6% |
| 1Y | -54.0% | -2.2% | -51.8% | -53.0% |
| 3Y | +38.0% | +91.9% | -53.9% | +11.4% |
| 5Y | -81.0% | +136.0% | -217.0% | -86.2% |
| All | -78.9% | +352.6% | -431.5% | -85.1% |
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