-50.0%
TE vs TT
+377.7%
-427.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | +15.0% | +1.4% | +13.6% | +14.3% |
| 30D | -7.5% | -6.7% | -0.9% | -4.6% |
| 3M | -42.0% | -5.4% | -36.5% | -39.9% |
| 6M | -31.4% | +4.4% | -35.8% | -31.6% |
| YTD | -26.5% | +14.9% | -41.4% | -29.4% |
| 1Y | +153.1% | +9.3% | +143.8% | +146.8% |
| 3Y | -20.7% | +121.7% | -142.4% | -39.2% |
| 5Y | -45.4% | +148.2% | -193.6% | -61.1% |
| All | -50.0% | +377.7% | -427.7% | -65.4% |
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