+159.2%
TT vs S
-56.8%
+216.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | 0.0% | -7.7% | +7.7% | +0.8% |
| 30D | -7.2% | -5.3% | -1.8% | -6.8% |
| 3M | -3.0% | +20.3% | -23.2% | -5.2% |
| 6M | +1.4% | +47.4% | -46.0% | -3.7% |
| YTD | +15.9% | +32.5% | -16.6% | +11.1% |
| 1Y | +9.4% | +9.5% | -0.1% | +7.0% |
| 3Y | +124.4% | +15.5% | +108.9% | +113.8% |
| 5Y | +138.0% | -71.2% | +209.2% | +137.7% |
| All | +159.2% | -56.8% | +216.0% | +165.9% |
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