+893.7%
TT vs IT
+89.8%
+803.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | +1.5% |
| 7D | +1.6% | -9.1% | +10.7% | +3.9% |
| 30D | -7.3% | -7.0% | -0.3% | -6.0% |
| 3M | -2.6% | +7.6% | -10.2% | -6.4% |
| 6M | +5.9% | +2.1% | +3.8% | +1.9% |
| YTD | +15.4% | -31.6% | +47.0% | +24.7% |
| 1Y | +8.2% | -29.9% | +38.2% | +15.0% |
| 3Y | +122.7% | -51.3% | +173.9% | +160.8% |
| 5Y | +145.0% | -44.8% | +189.7% | +167.8% |
| 10Y | +893.7% | +91.4% | +802.4% | +575.3% |
| All | +893.7% | +89.8% | +803.9% | +575.3% |
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