+748.4%
TT vs SM
+18.2%
+730.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.6% |
| 7D | +8.1% | +10.6% | -2.5% | +7.2% |
| 30D | -11.3% | -15.0% | +3.7% | -10.3% |
| 3M | -11.2% | +1.7% | -12.9% | -11.6% |
| 6M | -8.9% | +5.9% | -14.8% | -10.1% |
| YTD | +9.7% | +79.0% | -69.3% | +2.9% |
| 1Y | +1.3% | +84.7% | -83.4% | -5.4% |
| 3Y | +93.4% | -3.5% | +96.8% | +87.9% |
| 5Y | +133.5% | +4.9% | +128.6% | +120.1% |
| All | +748.4% | +18.2% | +730.3% | +535.8% |
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