+748.4%
TT vs TPR
+365.1%
+383.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +8.1% | -1.1% | +9.2% | +8.4% |
| 30D | -11.3% | +15.1% | -26.4% | -14.9% |
| 3M | -11.2% | -13.4% | +2.2% | -8.6% |
| 6M | -8.9% | +1.4% | -10.3% | -10.6% |
| YTD | +9.7% | +4.8% | +4.9% | +6.1% |
| 1Y | +1.3% | +29.2% | -27.9% | -7.8% |
| 3Y | +93.4% | +403.7% | -310.3% | +14.5% |
| 5Y | +133.5% | +230.8% | -97.3% | +50.9% |
| All | +748.4% | +365.1% | +383.4% | +329.7% |
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