+736.3%
TT vs TPR
+364.3%
+372.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | -11.3% | +15.1% | -26.4% | -15.0% |
| 3M | -12.3% | +3.5% | -15.8% | -13.6% |
| 6M | -10.8% | +0.4% | -11.3% | -12.3% |
| YTD | +8.2% | +4.6% | +3.6% | +4.6% |
| 1Y | +1.5% | +33.1% | -31.6% | -8.3% |
| 3Y | +91.5% | +396.0% | -304.5% | +13.9% |
| 5Y | +130.2% | +230.3% | -100.1% | +48.8% |
| All | +736.3% | +364.3% | +372.0% | +323.8% |
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