+911.5%
TT vs BR
+190.5%
+721.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -6.0% | +5.0% | +1.5% |
| 30D | -8.9% | -0.9% | -8.1% | -8.8% |
| 3M | -1.8% | +16.4% | -18.2% | -9.0% |
| 6M | +1.9% | -8.2% | +10.1% | +4.4% |
| YTD | +13.8% | -23.2% | +37.0% | +26.0% |
| 1Y | +6.1% | -30.9% | +37.1% | +23.9% |
| 3Y | +119.6% | -5.0% | +124.6% | +113.7% |
| 5Y | +145.9% | +8.8% | +137.1% | +118.8% |
| All | +911.5% | +190.5% | +721.0% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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