+741.5%
TT vs RL
+347.1%
+394.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.4% |
| 7D | +3.5% | -4.4% | +7.9% | +4.9% |
| 30D | -11.0% | +5.6% | -16.6% | -12.7% |
| 3M | -12.0% | -0.6% | -11.4% | -12.1% |
| 6M | -10.4% | +15.5% | -25.9% | -15.3% |
| YTD | +9.9% | +12.3% | -2.4% | +4.5% |
| 1Y | +1.5% | +19.3% | -17.8% | -5.5% |
| 3Y | +93.7% | +255.5% | -161.8% | +23.3% |
| 5Y | +139.2% | +247.1% | -107.8% | +48.8% |
| 10Y | +741.5% | +346.0% | +395.4% | +350.4% |
| All | +741.5% | +347.1% | +394.4% | +350.4% |
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