+741.5%
TT vs LII
+172.8%
+568.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +3.5% | -2.3% | +5.8% | +4.9% |
| 30D | -11.0% | -1.7% | -9.4% | -11.1% |
| 3M | -12.0% | -18.3% | +6.3% | -2.5% |
| 6M | -10.4% | -32.3% | +21.9% | +8.5% |
| YTD | +9.9% | -27.1% | +37.0% | +26.2% |
| 1Y | +1.5% | -27.2% | +28.7% | +16.3% |
| 3Y | +93.7% | -8.9% | +102.6% | +85.0% |
| 5Y | +139.2% | +19.7% | +119.6% | +88.1% |
| 10Y | +741.5% | +168.9% | +572.6% | +320.8% |
| All | +741.5% | +172.8% | +568.7% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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