+734.7%
TT vs SM
+4.2%
+730.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | 0.0% |
| 7D | +0.8% | -19.5% | +20.3% | +2.4% |
| 30D | -11.8% | -20.2% | +8.4% | -10.4% |
| 3M | -11.6% | -6.5% | -5.1% | -11.4% |
| 6M | -9.3% | +1.6% | -10.9% | -10.2% |
| YTD | +8.9% | +61.2% | -52.4% | +3.0% |
| 1Y | -2.2% | +65.4% | -67.6% | -7.9% |
| 3Y | +91.9% | -13.0% | +104.9% | +88.0% |
| 5Y | +136.0% | -4.3% | +140.3% | +124.0% |
| 10Y | +734.7% | +3.0% | +731.7% | +529.9% |
| All | +734.7% | +4.2% | +730.5% | +529.9% |
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