+748.4%
TT vs FIVE
+505.3%
+243.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +8.1% | +2.4% | +5.6% | +7.5% |
| 30D | -11.3% | +15.8% | -27.1% | -14.2% |
| 3M | -11.2% | +3.8% | -15.0% | -12.3% |
| 6M | -8.9% | +18.5% | -27.4% | -13.2% |
| YTD | +9.7% | +31.2% | -21.5% | +1.8% |
| 1Y | +1.3% | +61.8% | -60.6% | -10.5% |
| 3Y | +93.4% | +39.9% | +53.5% | +66.9% |
| 5Y | +133.5% | +18.3% | +115.2% | +103.0% |
| All | +748.4% | +505.3% | +243.1% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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