-0.3%
TT vs Q
+74.5%
-74.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.7% |
| 7D | +8.1% | +11.5% | -3.4% | +4.6% |
| 30D | -11.3% | -0.2% | -11.1% | -11.5% |
| 3M | -11.2% | -13.6% | +2.4% | -8.1% |
| 6M | -8.9% | -27.0% | +18.1% | -2.3% |
| YTD | +9.7% | +50.5% | -40.8% | +1.3% |
| 1Y | +1.3% | +33.8% | -32.5% | -6.7% |
| All | -0.3% | +74.5% | -74.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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