+911.5%
TT vs FE
+115.1%
+796.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | 0.0% | +1.9% | -1.9% | -0.6% |
| 30D | -7.2% | -1.2% | -6.0% | -6.9% |
| 3M | -3.0% | +3.5% | -6.5% | -4.1% |
| 6M | +1.4% | -6.1% | +7.4% | +3.0% |
| YTD | +15.9% | +7.6% | +8.3% | +13.0% |
| 1Y | +9.4% | +11.9% | -2.5% | +5.3% |
| 3Y | +124.4% | +48.4% | +75.9% | +95.3% |
| 5Y | +138.0% | +44.8% | +93.2% | +107.6% |
| All | +911.5% | +115.1% | +796.4% | +757.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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