+741.5%
TT vs IT
+93.0%
+648.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | +3.5% | -6.8% | +10.3% | +5.2% |
| 30D | -11.0% | -0.6% | -10.5% | -11.7% |
| 3M | -12.0% | +3.1% | -15.1% | -14.1% |
| 6M | -10.4% | +25.5% | -35.9% | -18.9% |
| YTD | +9.9% | -23.5% | +33.4% | +14.1% |
| 1Y | +1.5% | -16.6% | +18.1% | +1.9% |
| 3Y | +93.7% | -53.1% | +146.8% | +132.9% |
| 5Y | +139.2% | -41.4% | +180.7% | +156.4% |
| 10Y | +741.5% | +90.9% | +650.5% | +438.6% |
| All | +741.5% | +93.0% | +648.5% | +438.6% |
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