+116.3%
TT vs SN
+671.3%
-555.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.9% |
| 7D | +4.0% | +1.5% | +2.5% | +3.8% |
| 30D | -11.3% | +21.5% | -32.8% | -14.4% |
| 3M | -12.3% | +20.0% | -32.3% | -15.3% |
| 6M | -10.8% | +119.9% | -130.8% | -23.1% |
| YTD | +8.2% | +102.3% | -94.2% | -5.7% |
| 1Y | +1.5% | +148.0% | -146.5% | -14.6% |
| 3Y | +91.5% | +450.0% | -358.5% | +49.0% |
| All | +116.3% | +671.3% | -555.0% | +67.6% |
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