+734.7%
TT vs USFR
+28.5%
+706.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -11.8% | +0.4% | -12.2% | -11.9% |
| 3M | -11.6% | +1.1% | -12.6% | -12.0% |
| 6M | -9.3% | +2.1% | -11.4% | -10.3% |
| YTD | +8.9% | +3.4% | +5.4% | +6.8% |
| 1Y | -2.2% | +4.1% | -6.3% | -4.5% |
| 3Y | +91.9% | +14.4% | +77.5% | +77.5% |
| 5Y | +136.0% | +21.4% | +114.6% | +112.3% |
| 10Y | +734.7% | +28.5% | +706.2% | +621.4% |
| All | +734.7% | +28.5% | +706.2% | +621.4% |
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