+146.0%
TT vs FIVE
+31.2%
+114.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.3% |
| 7D | -0.2% | +4.3% | -4.5% | -1.0% |
| 30D | -7.4% | +12.5% | -19.9% | -9.6% |
| 3M | -3.2% | +31.2% | -34.4% | -8.4% |
| 6M | +1.1% | +14.4% | -13.3% | -2.3% |
| YTD | +15.6% | +33.9% | -18.3% | +8.3% |
| 1Y | +9.2% | +65.1% | -55.9% | -2.3% |
| 3Y | +124.4% | +49.0% | +75.4% | +98.2% |
| All | +146.0% | +31.2% | +114.8% | +110.8% |
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 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