+753.3%
TT vs RF
+279.4%
+473.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -14.0% | +6.0% | -20.0% | -15.9% |
| 3M | -15.9% | -8.9% | -7.0% | -13.1% |
| 6M | -17.3% | +2.3% | -19.7% | -18.4% |
| YTD | +4.0% | +7.6% | -3.6% | +0.6% |
| 1Y | -7.1% | +21.2% | -28.3% | -14.1% |
| 3Y | +90.2% | +108.5% | -18.3% | +40.5% |
| 5Y | +131.1% | +43.2% | +87.9% | +91.1% |
| All | +753.3% | +279.4% | +473.9% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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