+1,187.9%
TT vs P
+485.4%
+702.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | 0.0% | +6.5% | -6.5% | -1.2% |
| 30D | -7.2% | +18.8% | -26.0% | -10.4% |
| 3M | -3.0% | +26.7% | -29.7% | -7.9% |
| 6M | +1.4% | +62.2% | -60.8% | -8.7% |
| YTD | +15.9% | +48.5% | -32.6% | +5.5% |
| 1Y | +9.4% | +26.4% | -17.0% | +1.1% |
| 3Y | +124.4% | +159.4% | -35.0% | +73.2% |
| 5Y | +138.0% | +275.8% | -137.8% | +67.9% |
| 10Y | +886.4% | +732.0% | +154.4% | +485.1% |
| All | +1,187.9% | +485.4% | +702.5% | +662.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded P 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling