+5,125.9%
TT vs FE
+566.1%
+4,559.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -9.0% | +0.6% | -9.5% | -9.2% |
| 30D | -17.6% | +6.4% | -24.0% | -19.7% |
| 3M | -18.7% | -0.5% | -18.2% | -18.6% |
| 6M | -17.4% | +4.7% | -22.2% | -19.3% |
| YTD | +1.5% | +8.4% | -6.8% | -2.2% |
| 1Y | -9.4% | +7.2% | -16.6% | -12.5% |
| 3Y | +85.1% | +44.9% | +40.2% | +55.9% |
| 5Y | +125.7% | +46.3% | +79.5% | +87.6% |
| 10Y | +757.3% | +110.3% | +647.1% | +473.7% |
| All | +5,125.9% | +566.1% | +4,559.8% | +2,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling