+917.7%
TT vs SNY
+64.5%
+853.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.2% | -3.3% | +2.1% | -0.3% |
| 30D | -7.3% | -2.2% | -5.2% | -6.8% |
| 3M | -3.6% | -3.0% | -0.6% | -3.1% |
| 6M | +2.8% | +2.7% | +0.1% | +1.5% |
| YTD | +14.5% | -6.8% | +21.3% | +16.2% |
| 1Y | +7.4% | -5.3% | +12.7% | +8.2% |
| 3Y | +116.2% | -9.8% | +126.0% | +115.1% |
| 5Y | +147.4% | +9.7% | +137.7% | +122.5% |
| All | +917.7% | +64.5% | +853.2% | +699.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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