+484.0%
V vs TT
+725.1%
-241.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | +0.9% | +4.0% | -3.1% | -0.8% |
| 30D | +9.0% | -11.3% | +20.3% | +13.9% |
| 3M | +16.7% | -12.3% | +29.0% | +22.4% |
| 6M | +33.4% | -10.8% | +44.3% | +37.7% |
| YTD | +22.4% | +8.2% | +14.2% | +14.3% |
| 1Y | +27.7% | +1.5% | +26.2% | +22.8% |
| 3Y | +78.0% | +91.5% | -13.5% | +20.4% |
| 5Y | +108.5% | +130.2% | -21.7% | +24.0% |
| All | +484.0% | +725.1% | -241.1% | +70.7% |
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