+142.7%
TT vs PL
+16.0%
+126.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.1% | +5.7% | -3.6% |
| 7D | -9.0% | -20.5% | +11.6% | -7.3% |
| 30D | -17.6% | -38.8% | +21.1% | -14.4% |
| 3M | -18.7% | -49.1% | +30.5% | -14.4% |
| 6M | -17.4% | -69.4% | +52.0% | -10.3% |
| YTD | +1.5% | -42.3% | +43.9% | +3.1% |
| 1Y | -9.4% | -14.2% | +4.8% | -11.8% |
| 3Y | +85.1% | +398.7% | -313.6% | +41.6% |
| 5Y | +125.7% | +11.1% | +114.6% | +85.8% |
| All | +142.7% | +16.0% | +126.7% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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