+893.7%
TT vs AA
+121.7%
+772.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.1% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | -7.3% | +3.3% | -10.6% | -8.0% |
| 3M | -2.6% | -29.4% | +26.8% | +3.1% |
| 6M | +5.9% | -12.8% | +18.7% | +7.0% |
| YTD | +15.4% | -2.1% | +17.5% | +13.5% |
| 1Y | +8.2% | +62.8% | -54.5% | -4.0% |
| 3Y | +122.7% | +90.5% | +32.2% | +82.6% |
| 5Y | +145.0% | +19.1% | +125.9% | +104.2% |
| 10Y | +893.7% | +124.8% | +769.0% | +428.1% |
| All | +893.7% | +121.7% | +772.0% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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