+143.5%
TT vs S
-49.1%
+192.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | -11.8% | -10.8% | -1.0% | -10.9% |
| 3M | -11.6% | +5.4% | -17.0% | -12.5% |
| 6M | -9.3% | +41.2% | -50.5% | -13.3% |
| YTD | +8.9% | +56.2% | -47.3% | +2.3% |
| 1Y | -2.2% | +36.3% | -38.5% | -6.8% |
| 3Y | +91.9% | +49.4% | +42.5% | +77.8% |
| 5Y | +136.0% | -66.9% | +202.9% | +133.1% |
| All | +143.5% | -49.1% | +192.6% | +144.9% |
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