+902.6%
TT vs PH
+808.0%
+94.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | 0.0% | -3.1% | +3.1% | +1.8% |
| 30D | -7.2% | -3.2% | -3.9% | -5.7% |
| 3M | -3.0% | +10.6% | -13.6% | -8.5% |
| 6M | +1.4% | -2.1% | +3.5% | +2.2% |
| YTD | +15.9% | +10.2% | +5.7% | +9.3% |
| 1Y | +9.4% | +28.2% | -18.8% | -5.7% |
| 3Y | +124.4% | +134.9% | -10.5% | +33.1% |
| 5Y | +138.0% | +253.6% | -115.6% | +9.8% |
| All | +902.6% | +808.0% | +94.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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