+141.9%
TT vs S
-51.7%
+193.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +4.0% | +2.0% | +2.1% | +3.8% |
| 30D | -11.3% | -2.7% | -8.6% | -11.2% |
| 3M | -12.3% | -6.9% | -5.4% | -12.1% |
| 6M | -10.8% | +38.1% | -48.9% | -14.6% |
| YTD | +8.2% | +48.0% | -39.8% | +2.2% |
| 1Y | +1.5% | +34.5% | -33.0% | -3.2% |
| 3Y | +91.5% | +38.3% | +53.2% | +78.7% |
| 5Y | +130.2% | -70.9% | +201.1% | +129.0% |
| All | +141.9% | -51.7% | +193.6% | +144.5% |
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