+224.0%
TT vs EXE
+191.4%
+32.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -7.2% | +8.5% | -15.6% | -8.1% |
| 3M | -3.0% | +5.5% | -8.4% | -3.8% |
| 6M | +1.4% | -5.9% | +7.2% | +1.9% |
| YTD | +15.9% | -9.7% | +25.6% | +17.1% |
| 1Y | +9.4% | +3.6% | +5.8% | +8.1% |
| 3Y | +124.4% | +18.0% | +106.3% | +116.1% |
| 5Y | +138.0% | +109.4% | +28.6% | +113.2% |
| All | +224.0% | +191.4% | +32.6% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded EXE 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling