+550.5%
TTD vs TT
+782.6%
-232.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.7% | +10.8% | +12.7% |
| 7D | +19.0% | +1.7% | +17.2% | +18.0% |
| 30D | +23.6% | -11.8% | +35.4% | +32.6% |
| 3M | +8.2% | -12.6% | +20.8% | +16.1% |
| 6M | -35.3% | -9.4% | -25.9% | -33.5% |
| YTD | -60.7% | +8.8% | -69.5% | -65.3% |
| 1Y | -65.3% | -2.5% | -62.8% | -67.0% |
| 3Y | -80.6% | +95.7% | -176.2% | -89.4% |
| 5Y | -84.6% | +135.7% | -220.4% | -92.8% |
| 10Y | +550.5% | +750.6% | -200.1% | +51.0% |
| All | +550.5% | +782.6% | -232.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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