+16.0%
TT vs SARO
-22.5%
+38.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.2% |
| 30D | -7.3% | -12.2% | +4.9% | -3.5% |
| 3M | -3.6% | -7.4% | +3.8% | -1.4% |
| 6M | +2.8% | -15.3% | +18.1% | +7.2% |
| YTD | +14.5% | -16.2% | +30.7% | +19.2% |
| 1Y | +7.4% | -12.1% | +19.5% | +9.8% |
| All | +16.0% | -22.5% | +38.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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