+159.6%
TT vs COMP
-52.0%
+211.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.7% | -8.4% | +1.3% |
| 7D | -2.0% | +13.4% | -15.5% | -3.3% |
| 30D | -14.0% | +11.1% | -25.1% | -15.1% |
| 3M | -15.9% | -18.8% | +3.0% | -14.5% |
| 6M | -17.3% | +10.5% | -27.8% | -18.8% |
| YTD | +4.0% | -3.4% | +7.4% | +2.4% |
| 1Y | -7.1% | +19.7% | -26.8% | -10.4% |
| 3Y | +90.2% | +381.6% | -291.4% | +54.4% |
| 5Y | +131.1% | -17.6% | +148.7% | +99.0% |
| All | +159.6% | -52.0% | +211.6% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling