+750.6%
TT vs EAT
+375.0%
+375.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.9% |
| 7D | +1.7% | -3.9% | +5.7% | +2.4% |
| 30D | -11.8% | +5.0% | -16.8% | -12.9% |
| 3M | -12.6% | -9.6% | -3.0% | -11.7% |
| 6M | -9.4% | +46.8% | -56.1% | -16.5% |
| YTD | +8.8% | +41.8% | -33.0% | +0.2% |
| 1Y | -2.5% | +98.3% | -100.8% | -15.9% |
| 3Y | +95.7% | +503.1% | -407.4% | +31.7% |
| 5Y | +135.7% | +356.7% | -220.9% | +60.5% |
| 10Y | +750.6% | +349.8% | +400.8% | +431.1% |
| All | +750.6% | +375.0% | +375.6% | +431.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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