+753.3%
TT vs D
+42.6%
+710.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | -2.0% | +3.0% | -5.0% | -3.0% |
| 30D | -14.0% | +11.5% | -25.5% | -17.2% |
| 3M | -15.9% | +3.7% | -19.6% | -17.1% |
| 6M | -17.3% | +13.5% | -30.9% | -21.2% |
| YTD | +4.0% | +20.7% | -16.8% | -3.1% |
| 1Y | -7.1% | +18.2% | -25.4% | -12.9% |
| 3Y | +90.2% | +73.3% | +16.9% | +52.4% |
| 5Y | +131.1% | +12.3% | +118.9% | +117.8% |
| All | +753.3% | +42.6% | +710.7% | +674.4% |
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