+734.7%
TT vs TPR
+386.9%
+347.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.8% | +12.1% | -11.3% | -2.4% |
| 30D | -11.8% | +16.7% | -28.4% | -15.7% |
| 3M | -11.6% | -17.4% | +5.8% | -7.8% |
| 6M | -9.3% | +2.3% | -11.6% | -11.2% |
| YTD | +8.9% | +7.1% | +1.8% | +4.7% |
| 1Y | -2.2% | +29.5% | -31.7% | -11.0% |
| 3Y | +91.9% | +415.0% | -323.2% | +13.0% |
| 5Y | +136.0% | +261.5% | -125.5% | +48.5% |
| 10Y | +734.7% | +383.3% | +351.4% | +317.0% |
| All | +734.7% | +386.9% | +347.8% | +317.0% |
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