+1,001.8%
TER vs TT
+782.6%
+219.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.7% | +8.1% | +9.1% |
| 7D | -5.8% | +1.7% | -7.5% | -6.3% |
| 30D | -38.9% | -11.8% | -27.1% | -31.8% |
| 3M | -35.1% | -12.6% | -22.5% | -26.8% |
| 6M | -31.6% | -9.4% | -22.2% | -23.8% |
| YTD | +27.2% | +8.8% | +18.4% | +26.2% |
| 1Y | +35.2% | -2.5% | +37.7% | +45.0% |
| 3Y | +192.8% | +95.7% | +97.1% | +92.2% |
| 5Y | +72.4% | +135.7% | -63.3% | -3.2% |
| 10Y | +1,001.8% | +750.6% | +251.2% | +185.8% |
| All | +1,001.8% | +782.6% | +219.3% | +185.8% |
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