+208.9%
W vs TT
+737.0%
-528.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -1.7% | +8.1% | -9.7% | -8.2% |
| 30D | +3.2% | -11.3% | +14.5% | +13.6% |
| 3M | +8.3% | -11.2% | +19.5% | +18.5% |
| 6M | +84.3% | -8.9% | +93.2% | +96.6% |
| YTD | +11.0% | +9.7% | +1.3% | -2.5% |
| 1Y | -0.2% | +1.3% | -1.5% | -5.6% |
| 3Y | +157.9% | +93.4% | +64.6% | +31.2% |
| 5Y | -56.8% | +133.5% | -190.3% | -81.5% |
| All | +208.9% | +737.0% | -528.2% | -51.2% |
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