+741.5%
TT vs M
-5.1%
+746.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +3.5% | -3.3% | +6.8% | +4.0% |
| 30D | -11.0% | +8.1% | -19.1% | -12.4% |
| 3M | -12.0% | +2.2% | -14.2% | -12.7% |
| 6M | -10.4% | +35.1% | -45.5% | -15.6% |
| YTD | +9.9% | +15.8% | -5.9% | +5.9% |
| 1Y | +1.5% | +25.8% | -24.4% | -3.8% |
| 3Y | +93.7% | +156.2% | -62.5% | +56.0% |
| 5Y | +139.2% | -2.4% | +141.6% | +117.6% |
| 10Y | +741.5% | -7.1% | +748.6% | +502.5% |
| All | +741.5% | -5.1% | +746.6% | +502.5% |
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