+736.3%
TT vs IT
+90.0%
+646.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +4.0% | +1.1% | +3.0% | +3.8% |
| 30D | -11.3% | -1.8% | -9.5% | -11.7% |
| 3M | -12.3% | +4.8% | -17.1% | -14.7% |
| 6M | -10.8% | +33.0% | -43.9% | -20.7% |
| YTD | +8.2% | -23.8% | +32.0% | +12.3% |
| 1Y | +1.5% | -16.5% | +18.0% | +1.8% |
| 3Y | +91.5% | -53.6% | +145.1% | +131.1% |
| 5Y | +130.2% | -42.1% | +172.3% | +147.6% |
| All | +736.3% | +90.0% | +646.3% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling