+243.6%
W vs TT
+782.6%
-539.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +0.5% |
| 7D | +3.3% | +1.7% | +1.5% | +1.6% |
| 30D | +10.5% | -11.8% | +22.4% | +22.3% |
| 3M | +9.6% | -12.6% | +22.2% | +21.7% |
| 6M | +76.4% | -9.4% | +85.7% | +88.6% |
| YTD | +16.4% | +8.8% | +7.6% | +3.0% |
| 1Y | +9.3% | -2.5% | +11.9% | +7.1% |
| 3Y | +172.8% | +95.7% | +77.2% | +37.1% |
| 5Y | -53.4% | +135.7% | -189.1% | -80.2% |
| 10Y | +243.6% | +750.6% | -507.0% | -46.5% |
| All | +243.6% | +782.6% | -539.0% | -46.5% |
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