+736.3%
TT vs ALLE
+211.7%
+524.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | +4.0% | +3.6% | +0.5% | +2.0% |
| 30D | -11.3% | +25.9% | -37.2% | -23.1% |
| 3M | -12.3% | +15.8% | -28.0% | -20.3% |
| 6M | -10.8% | +48.1% | -58.9% | -30.6% |
| YTD | +8.2% | +22.0% | -13.8% | -6.2% |
| 1Y | +1.5% | +18.0% | -16.6% | -10.3% |
| 3Y | +91.5% | +93.1% | -1.6% | +20.0% |
| 5Y | +130.2% | +52.1% | +78.1% | +65.5% |
| All | +736.3% | +211.7% | +524.6% | +300.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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