+143.4%
TT vs S
-48.9%
+192.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.4% | +3.9% |
| 7D | +1.7% | +1.6% | +0.2% | +1.6% |
| 30D | -11.8% | -10.5% | -1.4% | -11.0% |
| 3M | -12.6% | +9.9% | -22.5% | -13.9% |
| 6M | -9.4% | +41.8% | -51.1% | -13.3% |
| YTD | +8.8% | +56.8% | -48.0% | +2.2% |
| 1Y | -2.5% | +39.0% | -41.5% | -7.3% |
| 3Y | +95.7% | +53.8% | +41.8% | +80.7% |
| 5Y | +135.7% | -68.6% | +204.3% | +133.1% |
| All | +143.4% | -48.9% | +192.2% | +144.7% |
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