+917.7%
TT vs TDY
+479.2%
+438.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | -7.3% | -12.0% | +4.7% | -0.9% |
| 3M | -3.6% | -3.2% | -0.4% | -2.0% |
| 6M | +2.8% | -7.9% | +10.7% | +7.2% |
| YTD | +14.5% | +18.2% | -3.7% | +4.4% |
| 1Y | +7.4% | +6.7% | +0.8% | +3.2% |
| 3Y | +116.2% | +47.5% | +68.7% | +73.2% |
| 5Y | +147.4% | +39.5% | +107.9% | +101.4% |
| All | +917.7% | +479.2% | +438.5% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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