+1,006.2%
TER vs TT
+744.7%
+261.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.9% | +0.8% | -9.7% | -8.8% |
| 30D | -39.1% | -11.8% | -27.3% | -32.0% |
| 3M | -32.8% | -11.6% | -21.2% | -24.8% |
| 6M | -31.7% | -9.3% | -22.4% | -24.0% |
| YTD | +26.9% | +8.9% | +18.0% | +25.8% |
| 1Y | +33.6% | -2.2% | +35.8% | +42.9% |
| 3Y | +181.5% | +91.9% | +89.6% | +87.1% |
| 5Y | +76.1% | +136.0% | -59.9% | -1.3% |
| 10Y | +1,006.2% | +734.7% | +271.5% | +184.5% |
| All | +1,006.2% | +744.7% | +261.5% | +184.5% |
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