+376.8%
V vs TT
+899.5%
-522.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -1.1% | +1.6% | -2.7% | -1.7% |
| 30D | +1.9% | -7.3% | +9.2% | +5.1% |
| 3M | +15.5% | -2.6% | +18.1% | +15.9% |
| 6M | +16.6% | +5.9% | +10.7% | +11.8% |
| YTD | +5.7% | +15.4% | -9.7% | -3.1% |
| 1Y | +8.6% | +8.2% | +0.3% | +2.0% |
| 3Y | +52.5% | +122.7% | -70.1% | -3.5% |
| 5Y | +67.1% | +145.0% | -77.8% | -2.2% |
| 10Y | +376.8% | +893.7% | -516.9% | +35.3% |
| All | +376.8% | +899.5% | -522.7% | +35.3% |
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