+2,082.0%
TT vs FIVE
+868.1%
+1,213.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.4% |
| 7D | -0.2% | +4.3% | -4.5% | -1.1% |
| 30D | -7.4% | +12.5% | -19.9% | -9.7% |
| 3M | -3.2% | +31.2% | -34.4% | -8.8% |
| 6M | +1.1% | +14.4% | -13.3% | -2.6% |
| YTD | +15.6% | +33.9% | -18.3% | +7.8% |
| 1Y | +9.2% | +65.1% | -55.9% | -2.9% |
| 3Y | +124.4% | +49.0% | +75.4% | +93.0% |
| 5Y | +138.0% | +30.3% | +107.7% | +104.7% |
| 10Y | +886.4% | +481.1% | +405.3% | +512.9% |
| All | +2,082.0% | +868.1% | +1,213.9% | +1,097.5% |
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 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