+736.3%
TT vs M
-7.1%
+743.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +4.0% | +7.0% | -3.0% | +2.9% |
| 30D | -11.3% | +8.9% | -20.2% | -12.8% |
| 3M | -12.3% | +4.5% | -16.8% | -13.3% |
| 6M | -10.8% | +36.2% | -47.0% | -16.2% |
| YTD | +8.2% | +15.1% | -7.0% | +4.3% |
| 1Y | +1.5% | +27.4% | -26.0% | -4.0% |
| 3Y | +91.5% | +160.1% | -68.7% | +53.8% |
| 5Y | +130.2% | -1.6% | +131.8% | +109.1% |
| All | +736.3% | -7.1% | +743.4% | +501.1% |
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