+750.6%
TT vs M
+3.7%
+746.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +3.3% |
| 7D | +1.7% | +2.5% | -0.8% | +1.2% |
| 30D | -11.8% | +10.1% | -21.9% | -13.5% |
| 3M | -12.6% | -0.9% | -11.7% | -12.8% |
| 6M | -9.4% | +30.2% | -39.5% | -14.1% |
| YTD | +8.8% | +16.3% | -7.5% | +4.8% |
| 1Y | -2.5% | +27.0% | -29.5% | -7.7% |
| 3Y | +95.7% | +154.5% | -58.8% | +57.7% |
| 5Y | +135.7% | -1.1% | +136.8% | +113.9% |
| 10Y | +750.6% | +0.5% | +750.1% | +503.3% |
| All | +750.6% | +3.7% | +746.9% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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