+500.3%
TTD vs TT
+737.0%
-236.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +20.8% | +8.1% | +12.7% | +15.6% |
| 30D | +27.1% | -11.3% | +38.4% | +35.9% |
| 3M | +14.7% | -11.2% | +25.9% | +21.9% |
| 6M | -26.8% | -8.9% | -17.9% | -24.9% |
| YTD | -59.2% | +9.7% | -69.0% | -64.3% |
| 1Y | -64.7% | +1.3% | -65.9% | -67.3% |
| 3Y | -75.8% | +93.4% | -169.2% | -86.6% |
| 5Y | -84.6% | +133.5% | -218.1% | -92.8% |
| All | +500.3% | +737.0% | -236.7% | +41.1% |
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