+753.3%
TT vs FE
+105.3%
+648.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -14.0% | +4.1% | -18.2% | -15.1% |
| 3M | -15.9% | -1.0% | -14.9% | -15.7% |
| 6M | -17.3% | +4.0% | -21.3% | -18.5% |
| YTD | +4.0% | +6.8% | -2.9% | +1.5% |
| 1Y | -7.1% | +5.3% | -12.4% | -9.0% |
| 3Y | +90.2% | +44.6% | +45.7% | +67.1% |
| 5Y | +131.1% | +44.2% | +86.9% | +102.0% |
| All | +753.3% | +105.3% | +648.0% | +637.9% |
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