+750.6%
TT vs D
+42.1%
+708.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +1.7% | +0.8% | +1.0% | +1.4% |
| 30D | -11.8% | +10.7% | -22.5% | -14.9% |
| 3M | -12.6% | +2.3% | -14.9% | -13.5% |
| 6M | -9.4% | +12.5% | -21.9% | -13.4% |
| YTD | +8.8% | +20.1% | -11.3% | +1.6% |
| 1Y | -2.5% | +15.6% | -18.1% | -7.9% |
| 3Y | +95.7% | +75.2% | +20.5% | +55.8% |
| 5Y | +135.7% | +14.6% | +121.1% | +120.2% |
| 10Y | +750.6% | +43.8% | +706.9% | +665.2% |
| All | +750.6% | +42.1% | +708.5% | +665.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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