+911.5%
TT vs TPR
+321.0%
+590.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -7.2% | -23.0% | +15.8% | -0.9% |
| 3M | -3.0% | -12.5% | +9.5% | -0.3% |
| 6M | +1.4% | -21.4% | +22.8% | +7.0% |
| YTD | +15.9% | -3.5% | +19.4% | +15.2% |
| 1Y | +9.4% | +17.4% | -7.9% | +2.3% |
| 3Y | +124.4% | +291.3% | -166.9% | +42.9% |
| 5Y | +138.0% | +241.9% | -103.9% | +51.7% |
| All | +911.5% | +321.0% | +590.5% | +412.7% |
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