+133.5%
TT vs SM
+5.1%
+128.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.5% |
| 7D | +8.1% | +10.6% | -2.5% | +7.4% |
| 30D | -11.3% | -15.0% | +3.7% | -10.5% |
| 3M | -11.2% | +1.7% | -12.9% | -11.6% |
| 6M | -8.9% | +5.9% | -14.8% | -10.0% |
| YTD | +9.7% | +79.0% | -69.3% | +1.9% |
| 1Y | +1.3% | +84.7% | -83.4% | -6.4% |
| 3Y | +93.4% | -3.5% | +96.8% | +87.0% |
| 5Y | +133.5% | +4.9% | +128.6% | +123.2% |
| All | +133.5% | +5.1% | +128.5% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling