+1,060.3%
TT vs USFR
+28.5%
+1,031.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -11.8% | +0.4% | -12.2% | -11.9% |
| 3M | -12.6% | +1.1% | -13.7% | -12.8% |
| 6M | -9.4% | +2.0% | -11.4% | -9.8% |
| YTD | +8.8% | +3.4% | +5.4% | +7.9% |
| 1Y | -2.5% | +4.1% | -6.6% | -3.5% |
| 3Y | +95.7% | +14.3% | +81.3% | +89.4% |
| 5Y | +135.7% | +21.3% | +114.4% | +125.3% |
| 10Y | +750.6% | +28.5% | +722.1% | +703.7% |
| All | +1,060.3% | +28.5% | +1,031.8% | +978.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling