+117.7%
TT vs SN
+671.7%
-553.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.8% | +7.6% | -6.7% | -0.4% |
| 30D | -11.8% | +22.4% | -34.2% | -14.9% |
| 3M | -11.6% | +21.7% | -33.2% | -14.8% |
| 6M | -9.3% | +102.8% | -112.1% | -20.7% |
| YTD | +8.9% | +102.4% | -93.5% | -5.1% |
| 1Y | -2.2% | +139.0% | -141.2% | -17.2% |
| 3Y | +91.9% | +440.4% | -348.5% | +49.4% |
| All | +117.7% | +671.7% | -553.9% | +68.8% |
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