-26.6%
U vs TT
+265.7%
-292.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | +8.1% | -5.2% | -2.3% |
| 30D | +7.6% | -11.3% | +18.9% | +15.7% |
| 3M | +12.7% | -11.2% | +23.9% | +20.8% |
| 6M | +87.0% | -8.9% | +95.9% | +93.7% |
| YTD | +13.6% | +9.7% | +3.9% | -0.4% |
| 1Y | +25.3% | +1.3% | +24.0% | +16.9% |
| 3Y | +85.8% | +93.4% | -7.6% | -3.6% |
| 5Y | -74.5% | +133.5% | -208.0% | -90.9% |
| All | -26.6% | +265.7% | -292.2% | -73.5% |
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