+107.9%
TT vs SN
+659.6%
-551.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.9% |
| 7D | -2.0% | +7.2% | -9.2% | -3.2% |
| 30D | -14.0% | +20.4% | -34.4% | -16.9% |
| 3M | -15.9% | +23.9% | -39.8% | -19.2% |
| 6M | -17.3% | +93.0% | -110.4% | -27.1% |
| YTD | +4.0% | +99.2% | -95.3% | -9.1% |
| 1Y | -7.1% | +142.6% | -149.7% | -21.5% |
| 3Y | +90.2% | +398.8% | -308.6% | +48.8% |
| All | +107.9% | +659.6% | -551.7% | +61.5% |
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