+131.7%
TT vs SN
+490.7%
-359.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | 0.0% | -9.3% | +9.3% | +1.7% |
| 30D | -7.2% | -4.8% | -2.4% | -6.4% |
| 3M | -3.0% | +40.4% | -43.4% | -9.1% |
| 6M | +1.4% | +50.9% | -49.6% | -6.7% |
| YTD | +15.9% | +54.9% | -39.0% | +6.1% |
| 1Y | +9.4% | +43.0% | -33.6% | +1.2% |
| 3Y | +124.4% | +391.8% | -267.5% | +83.3% |
| All | +131.7% | +490.7% | -359.0% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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