+189.4%
TT vs COMP
-47.7%
+237.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -7.2% | -13.3% | +6.2% | -5.9% |
| 3M | -3.0% | +41.1% | -44.1% | -6.5% |
| 6M | +1.4% | +17.2% | -15.8% | -1.3% |
| YTD | +15.9% | +5.2% | +10.7% | +13.6% |
| 1Y | +9.4% | +18.9% | -9.5% | +5.6% |
| 3Y | +124.4% | +215.9% | -91.5% | +89.9% |
| 5Y | +138.0% | -31.2% | +169.2% | +103.9% |
| All | +189.4% | -47.7% | +237.1% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded COMP 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling