+961.6%
TT vs USFR
+28.0%
+933.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -7.3% | +0.3% | -7.6% | -7.4% |
| 3M | -2.6% | +1.0% | -3.6% | -3.0% |
| 6M | +5.9% | +1.9% | +4.0% | +4.9% |
| YTD | +15.4% | +2.7% | +12.7% | +13.8% |
| 1Y | +8.2% | +4.0% | +4.2% | +5.8% |
| 3Y | +122.7% | +14.0% | +108.6% | +107.6% |
| 5Y | +145.0% | +20.4% | +124.5% | +123.1% |
| All | +961.6% | +28.0% | +933.6% | +851.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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