+1,135.8%
TT vs USFR
+27.5%
+1,108.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.2% | +0.3% | -7.5% | -7.2% |
| 3M | -3.0% | +1.0% | -4.0% | -3.2% |
| 6M | +1.4% | +1.9% | -0.6% | +0.9% |
| YTD | +15.9% | +2.6% | +13.3% | +15.1% |
| 1Y | +9.4% | +4.0% | +5.4% | +8.3% |
| 3Y | +124.4% | +14.1% | +110.3% | +117.3% |
| 5Y | +138.0% | +20.4% | +117.6% | +127.9% |
| 10Y | +886.4% | +28.0% | +858.4% | +833.1% |
| All | +1,135.8% | +27.5% | +1,108.2% | +1,050.5% |
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