+911.5%
TT vs RL
+313.2%
+598.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -7.2% | -7.8% | +0.6% | -4.9% |
| 3M | -3.0% | -4.0% | +1.0% | -2.1% |
| 6M | +1.4% | -1.9% | +3.2% | +1.0% |
| YTD | +15.9% | -0.2% | +16.1% | +14.5% |
| 1Y | +9.4% | +10.7% | -1.2% | +4.3% |
| 3Y | +124.4% | +210.8% | -86.4% | +48.7% |
| 5Y | +138.0% | +238.2% | -100.2% | +48.4% |
| All | +911.5% | +313.2% | +598.3% | +459.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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