+902.6%
TT vs A
+246.7%
+655.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.6% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | -7.2% | +6.9% | -14.1% | -10.1% |
| 3M | -3.0% | +9.2% | -12.2% | -7.1% |
| 6M | +1.4% | +25.7% | -24.3% | -10.1% |
| YTD | +15.9% | +11.5% | +4.4% | +8.2% |
| 1Y | +9.4% | +18.4% | -8.9% | -1.2% |
| 3Y | +124.4% | +26.6% | +97.8% | +87.8% |
| 5Y | +138.0% | -12.8% | +150.8% | +138.3% |
| All | +902.6% | +246.7% | +655.9% | +360.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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