+741.5%
TT vs P
+686.0%
+55.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.5% | +0.1% |
| 7D | +3.5% | -4.7% | +8.2% | +4.2% |
| 30D | -11.0% | -31.4% | +20.4% | -5.0% |
| 3M | -12.0% | -2.6% | -9.4% | -12.6% |
| 6M | -10.4% | +21.9% | -32.4% | -15.8% |
| YTD | +9.9% | +58.9% | -49.0% | -2.7% |
| 1Y | +1.5% | +21.7% | -20.3% | -6.7% |
| 3Y | +93.7% | +193.3% | -99.6% | +41.6% |
| 5Y | +139.2% | +275.1% | -135.9% | +62.1% |
| 10Y | +741.5% | +655.3% | +86.2% | +365.4% |
| All | +741.5% | +686.0% | +55.5% | +365.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling