+379.4%
TTD vs TT
+944.5%
-565.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.9% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -23.9% | -7.2% | -16.7% | -20.5% |
| 3M | -31.4% | -3.0% | -28.4% | -31.3% |
| 6M | -42.7% | +1.4% | -44.0% | -45.4% |
| YTD | -62.0% | +15.9% | -77.9% | -67.5% |
| 1Y | -72.2% | +9.4% | -81.6% | -75.5% |
| 3Y | -81.9% | +124.4% | -206.3% | -91.0% |
| 5Y | -81.5% | +138.0% | -219.6% | -91.4% |
| All | +379.4% | +944.5% | -565.0% | -15.7% |
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