+750.6%
TT vs SM
+4.9%
+745.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.4% | +4.9% |
| 7D | +1.7% | -22.3% | +24.0% | +3.6% |
| 30D | -11.8% | -21.4% | +9.5% | -10.3% |
| 3M | -12.6% | +1.4% | -14.0% | -13.1% |
| 6M | -9.4% | +0.1% | -9.5% | -10.2% |
| YTD | +8.8% | +59.0% | -50.1% | +3.0% |
| 1Y | -2.5% | +64.3% | -66.9% | -8.1% |
| 3Y | +95.7% | -13.1% | +108.8% | +91.7% |
| 5Y | +135.7% | -13.9% | +149.6% | +125.6% |
| 10Y | +750.6% | +1.7% | +748.9% | +542.8% |
| All | +750.6% | +4.9% | +745.7% | +542.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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