-24.8%
U vs TT
+262.6%
-287.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -3.1% |
| 7D | +32.3% | +1.7% | +30.6% | +30.1% |
| 30D | +9.7% | -11.8% | +21.5% | +18.4% |
| 3M | +19.6% | -12.6% | +32.2% | +29.5% |
| 6M | +82.6% | -9.4% | +92.0% | +89.6% |
| YTD | +16.4% | +8.8% | +7.6% | +2.6% |
| 1Y | +28.5% | -2.5% | +31.0% | +23.4% |
| 3Y | +103.8% | +95.7% | +8.1% | +4.5% |
| 5Y | -70.0% | +135.7% | -205.8% | -89.2% |
| All | -24.8% | +262.6% | -287.4% | -72.7% |
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