+145.9%
TT vs S
-48.3%
+194.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | -11.0% | -7.3% | -3.7% | -10.5% |
| 3M | -12.0% | +5.9% | -17.9% | -13.0% |
| 6M | -10.4% | +45.6% | -56.0% | -14.6% |
| YTD | +9.9% | +58.5% | -48.6% | +3.2% |
| 1Y | +1.5% | +37.6% | -36.1% | -3.3% |
| 3Y | +93.7% | +51.7% | +42.1% | +79.2% |
| 5Y | +139.2% | -67.5% | +206.7% | +136.2% |
| All | +145.9% | -48.3% | +194.2% | +146.9% |
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