+566.1%
XYZ vs TT
+737.0%
-171.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -3.9% |
| 7D | -2.1% | +8.1% | -10.2% | -7.5% |
| 30D | +7.0% | -11.3% | +18.3% | +15.7% |
| 3M | +5.1% | -11.2% | +16.3% | +13.2% |
| 6M | +14.1% | -8.9% | +23.0% | +18.7% |
| YTD | +26.4% | +9.7% | +16.7% | +11.5% |
| 1Y | +25.1% | +1.3% | +23.8% | +17.4% |
| 3Y | +59.7% | +93.4% | -33.6% | -14.8% |
| 5Y | -63.8% | +133.5% | -197.4% | -83.8% |
| All | +566.1% | +737.0% | -171.0% | +17.6% |
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