+750.6%
TT vs FIVE
+596.6%
+154.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.5% |
| 7D | +1.7% | +6.2% | -4.4% | +0.4% |
| 30D | -11.8% | +18.2% | -30.0% | -15.1% |
| 3M | -12.6% | +3.8% | -16.4% | -13.7% |
| 6M | -9.4% | +13.7% | -23.1% | -12.9% |
| YTD | +8.8% | +34.7% | -25.9% | +0.4% |
| 1Y | -2.5% | +66.6% | -69.2% | -14.4% |
| 3Y | +95.7% | +44.3% | +51.4% | +67.7% |
| 5Y | +135.7% | +18.8% | +117.0% | +104.9% |
| 10Y | +750.6% | +569.2% | +181.4% | +413.9% |
| All | +750.6% | +596.6% | +154.0% | +413.9% |
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