+1,811.8%
TT vs FIVE
+826.1%
+985.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -3.5% |
| 7D | -9.0% | -1.7% | -7.2% | -8.7% |
| 30D | -17.6% | +14.9% | -32.6% | -20.0% |
| 3M | -18.7% | +7.6% | -26.3% | -20.2% |
| 6M | -17.4% | +6.4% | -23.8% | -19.3% |
| YTD | +1.5% | +28.1% | -26.5% | -4.8% |
| 1Y | -9.4% | +54.7% | -64.1% | -18.4% |
| 3Y | +85.1% | +36.1% | +49.0% | +62.0% |
| 5Y | +125.7% | +14.9% | +110.9% | +99.1% |
| 10Y | +757.3% | +578.8% | +178.5% | +421.3% |
| All | +1,811.8% | +826.1% | +985.6% | +955.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling