+206.8%
TT vs EXE
+163.0%
+43.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +8.1% | +3.6% | +4.5% | +7.6% |
| 30D | -11.3% | -4.3% | -7.0% | -10.8% |
| 3M | -11.2% | -7.7% | -3.5% | -10.3% |
| 6M | -8.9% | -7.2% | -1.7% | -8.3% |
| YTD | +9.7% | -18.5% | +28.2% | +12.2% |
| 1Y | +1.3% | -24.4% | +25.6% | +4.6% |
| 3Y | +93.4% | +21.6% | +71.8% | +85.2% |
| 5Y | +133.5% | +77.3% | +56.2% | +114.2% |
| All | +206.8% | +163.0% | +43.8% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling