+220.4%
W vs TT
+748.9%
-528.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.9% |
| 7D | -7.4% | +3.5% | -10.9% | -10.1% |
| 30D | +7.8% | -11.0% | +18.8% | +18.4% |
| 3M | +10.9% | -12.0% | +22.9% | +22.3% |
| 6M | +86.4% | -10.4% | +96.9% | +102.0% |
| YTD | +14.0% | +9.9% | +4.0% | -0.1% |
| 1Y | +3.5% | +1.5% | +2.0% | -2.2% |
| 3Y | +164.8% | +93.7% | +71.1% | +34.5% |
| 5Y | -53.1% | +139.2% | -192.4% | -80.3% |
| 10Y | +220.4% | +741.5% | -521.0% | -48.7% |
| All | +220.4% | +748.9% | -528.4% | -48.7% |
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