+132.5%
TT vs S
-52.7%
+185.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.2% |
| 7D | -2.0% | -13.4% | +11.4% | -0.7% |
| 30D | -14.0% | -14.0% | 0.0% | -12.9% |
| 3M | -15.9% | +4.9% | -20.7% | -16.7% |
| 6M | -17.3% | +42.0% | -59.3% | -21.0% |
| YTD | +4.0% | +45.1% | -41.2% | -1.6% |
| 1Y | -7.1% | +33.1% | -40.2% | -11.3% |
| 3Y | +90.2% | +40.6% | +49.6% | +77.3% |
| 5Y | +131.1% | -67.5% | +198.6% | +129.7% |
| All | +132.5% | -52.7% | +185.2% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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