+902.6%
TT vs FDS
+87.3%
+815.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.9% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -7.2% | +9.0% | -16.2% | -9.9% |
| 3M | -3.0% | +18.9% | -21.8% | -9.4% |
| 6M | +1.4% | +35.1% | -33.8% | -11.3% |
| YTD | +15.9% | +5.5% | +10.4% | +10.8% |
| 1Y | +9.4% | -16.8% | +26.2% | +15.4% |
| 3Y | +124.4% | -28.1% | +152.4% | +149.7% |
| 5Y | +138.0% | -17.4% | +155.4% | +145.4% |
| All | +902.6% | +87.3% | +815.3% | +585.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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