+599.5%
XYZ vs TT
+764.8%
-165.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | 0.0% |
| 7D | +12.1% | -2.0% | +14.2% | +13.6% |
| 30D | +12.4% | -14.0% | +26.4% | +24.1% |
| 3M | +8.2% | -15.9% | +24.0% | +21.1% |
| 6M | +20.7% | -17.3% | +38.0% | +34.7% |
| YTD | +31.3% | +4.0% | +27.4% | +20.5% |
| 1Y | +20.5% | -7.1% | +27.6% | +20.7% |
| 3Y | +72.6% | +90.2% | -17.6% | -6.7% |
| 5Y | -64.0% | +131.1% | -195.1% | -83.7% |
| All | +599.5% | +764.8% | -165.3% | +50.1% |
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