+911.5%
TT vs ALLE
+144.1%
+767.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -7.2% | -6.8% | -0.4% | -3.3% |
| 3M | -3.0% | +21.0% | -24.0% | -14.1% |
| 6M | +1.4% | +1.1% | +0.2% | -0.3% |
| YTD | +15.9% | -0.5% | +16.4% | +14.3% |
| 1Y | +9.4% | -7.3% | +16.7% | +12.3% |
| 3Y | +124.4% | +42.3% | +82.1% | +71.0% |
| 5Y | +138.0% | +13.5% | +124.5% | +105.8% |
| All | +911.5% | +144.1% | +767.3% | +453.8% |
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