+2.3%
TT vs SOLS
+27.7%
-25.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.2% |
| 7D | +3.5% | +16.4% | -12.9% | -0.1% |
| 30D | -11.0% | +10.6% | -21.6% | -13.2% |
| 3M | -12.0% | +10.0% | -22.0% | -14.2% |
| 6M | -10.4% | -21.2% | +10.8% | -7.2% |
| YTD | +9.9% | +38.7% | -28.7% | +7.1% |
| 1Y | +1.5% | +46.1% | -44.6% | -1.8% |
| All | +2.3% | +27.7% | -25.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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