+127.9%
TT vs FIVE
+14.2%
+113.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -14.0% | +17.7% | -31.7% | -16.7% |
| 3M | -15.9% | +4.0% | -19.8% | -16.8% |
| 6M | -17.3% | +2.6% | -19.9% | -18.5% |
| YTD | +4.0% | +27.6% | -23.6% | -2.0% |
| 1Y | -7.1% | +59.9% | -67.1% | -16.3% |
| 3Y | +90.2% | +35.8% | +54.5% | +72.0% |
| All | +127.9% | +14.2% | +113.7% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling