+135.7%
TT vs FIVE
+19.1%
+116.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.6% |
| 7D | +1.7% | +6.2% | -4.4% | +0.6% |
| 30D | -11.8% | +18.2% | -30.0% | -14.6% |
| 3M | -12.6% | +3.8% | -16.4% | -13.5% |
| 6M | -9.4% | +13.7% | -23.1% | -12.4% |
| YTD | +8.8% | +34.7% | -25.9% | +1.5% |
| 1Y | -2.5% | +66.6% | -69.2% | -12.8% |
| 3Y | +95.7% | +44.3% | +51.4% | +74.8% |
| 5Y | +135.7% | +18.8% | +117.0% | +109.5% |
| All | +135.7% | +19.1% | +116.6% | +109.5% |
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