+217.0%
W vs TT
+744.7%
-527.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +1.1% | +0.8% | +0.3% | +0.3% |
| 30D | +6.4% | -11.8% | +18.2% | +17.7% |
| 3M | +9.0% | -11.6% | +20.5% | +19.6% |
| 6M | +69.8% | -9.3% | +79.1% | +81.5% |
| YTD | +12.1% | +8.9% | +3.2% | -0.9% |
| 1Y | 0.0% | -2.2% | +2.3% | -2.3% |
| 3Y | +160.3% | +91.9% | +68.5% | +33.4% |
| 5Y | -53.3% | +136.0% | -189.3% | -80.2% |
| 10Y | +217.0% | +734.7% | -517.8% | -49.0% |
| All | +217.0% | +744.7% | -527.7% | -49.0% |
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