+736.3%
TT vs EAT
+320.8%
+415.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.0% | -4.0% | +8.0% | +4.7% |
| 30D | -11.3% | -2.9% | -8.4% | -11.2% |
| 3M | -12.3% | -16.9% | +4.6% | -9.9% |
| 6M | -10.8% | +57.0% | -67.8% | -18.9% |
| YTD | +8.2% | +38.2% | -30.0% | 0.0% |
| 1Y | +1.5% | +69.3% | -67.8% | -9.8% |
| 3Y | +91.5% | +483.0% | -391.5% | +29.6% |
| 5Y | +130.2% | +364.1% | -233.9% | +56.2% |
| All | +736.3% | +320.8% | +415.5% | +451.9% |
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