+171.8%
TT vs COMP
-49.2%
+221.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +4.1% |
| 7D | +1.7% | +14.5% | -12.8% | +0.3% |
| 30D | -11.8% | +14.9% | -26.7% | -13.2% |
| 3M | -12.6% | -14.2% | +1.6% | -11.6% |
| 6M | -9.4% | +23.7% | -33.1% | -11.9% |
| YTD | +8.8% | +2.1% | +6.7% | +6.7% |
| 1Y | -2.5% | +26.2% | -28.7% | -6.5% |
| 3Y | +95.7% | +470.9% | -375.2% | +56.2% |
| 5Y | +135.7% | -14.0% | +149.8% | +101.9% |
| All | +171.8% | -49.2% | +221.0% | +138.2% |
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