+748.4%
TT vs AR
+57.2%
+691.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +8.1% | +6.4% | +1.7% | +7.4% |
| 30D | -11.3% | +3.1% | -14.4% | -11.6% |
| 3M | -11.2% | +3.3% | -14.5% | -11.6% |
| 6M | -8.9% | +6.6% | -15.5% | -9.8% |
| YTD | +9.7% | +12.3% | -2.6% | +7.7% |
| 1Y | +1.3% | +12.3% | -11.1% | -0.7% |
| 3Y | +93.4% | +50.4% | +42.9% | +82.6% |
| 5Y | +133.5% | +101.0% | +32.6% | +110.7% |
| All | +748.4% | +57.2% | +691.2% | +666.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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