+5,864.6%
TT vs FE
+561.4%
+5,303.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | +1.9% | -2.2% | -1.0% |
| 30D | -7.4% | -1.2% | -6.2% | -7.0% |
| 3M | -3.2% | +3.5% | -6.7% | -4.7% |
| 6M | +1.1% | -6.1% | +7.2% | +3.2% |
| YTD | +15.6% | +7.6% | +8.0% | +11.8% |
| 1Y | +9.2% | +11.9% | -2.7% | +3.8% |
| 3Y | +124.4% | +48.4% | +75.9% | +87.3% |
| 5Y | +138.0% | +44.8% | +93.2% | +98.9% |
| 10Y | +886.4% | +115.9% | +770.5% | +552.7% |
| All | +5,864.6% | +561.4% | +5,303.1% | +2,495.9% |
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 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