+748.4%
TT vs FE
+123.7%
+624.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +8.1% | -0.3% | +8.3% | +8.1% |
| 30D | -11.3% | +3.9% | -15.2% | -12.3% |
| 3M | -11.2% | -0.1% | -11.1% | -11.3% |
| 6M | -8.9% | +6.1% | -15.0% | -10.7% |
| YTD | +9.7% | +8.1% | +1.7% | +6.7% |
| 1Y | +1.3% | +4.4% | -3.2% | -0.5% |
| 3Y | +93.4% | +49.0% | +44.3% | +67.9% |
| 5Y | +133.5% | +46.1% | +87.4% | +102.9% |
| All | +748.4% | +123.7% | +624.7% | +630.4% |
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