+741.5%
TT vs TPR
+378.8%
+362.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.4% |
| 7D | +3.5% | +6.4% | -2.9% | +1.6% |
| 30D | -11.0% | +13.8% | -24.8% | -14.4% |
| 3M | -12.0% | -16.6% | +4.6% | -8.5% |
| 6M | -10.4% | +0.7% | -11.1% | -11.9% |
| YTD | +9.9% | +5.3% | +4.6% | +6.2% |
| 1Y | +1.5% | +32.4% | -30.9% | -8.2% |
| 3Y | +93.7% | +406.4% | -312.7% | +14.6% |
| 5Y | +139.2% | +227.9% | -88.7% | +55.0% |
| 10Y | +741.5% | +371.7% | +369.8% | +322.3% |
| All | +741.5% | +378.8% | +362.6% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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