+638.0%
XYZ vs TT
+782.6%
-144.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +0.2% |
| 7D | +14.9% | +1.7% | +13.1% | +13.2% |
| 30D | +14.7% | -11.8% | +26.5% | +24.4% |
| 3M | +12.1% | -12.6% | +24.7% | +22.1% |
| 6M | +18.3% | -9.4% | +27.7% | +23.5% |
| YTD | +36.1% | +8.8% | +27.2% | +20.8% |
| 1Y | +35.3% | -2.5% | +37.8% | +30.9% |
| 3Y | +73.5% | +95.7% | -22.2% | -8.3% |
| 5Y | -61.6% | +135.7% | -197.4% | -82.9% |
| 10Y | +638.0% | +750.6% | -112.6% | +38.4% |
| All | +638.0% | +782.6% | -144.6% | +38.4% |
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