+85.8%
TT vs FIVE
+35.4%
+50.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -3.9% |
| 7D | -9.0% | -1.7% | -7.2% | -8.8% |
| 30D | -17.6% | +14.9% | -32.6% | -19.0% |
| 3M | -18.7% | +7.6% | -26.3% | -19.5% |
| 6M | -17.4% | +6.4% | -23.8% | -18.4% |
| YTD | +1.5% | +28.1% | -26.5% | -1.9% |
| 1Y | -9.4% | +54.7% | -64.1% | -14.4% |
| All | +85.8% | +35.4% | +50.4% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling