-26.3%
U vs TT
+262.9%
-289.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +24.4% | +0.8% | +23.5% | +23.0% |
| 30D | +7.4% | -11.8% | +19.2% | +15.8% |
| 3M | +16.8% | -11.6% | +28.4% | +25.5% |
| 6M | +78.8% | -9.3% | +88.1% | +85.5% |
| YTD | +14.0% | +8.9% | +5.1% | +0.4% |
| 1Y | +16.7% | -2.2% | +19.0% | +11.9% |
| 3Y | +86.4% | +91.9% | -5.5% | -2.8% |
| 5Y | -71.5% | +136.0% | -207.5% | -89.8% |
| All | -26.3% | +262.9% | -289.2% | -73.3% |
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