+22.5%
MA vs TT
-6.5%
+29.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +3.8% |
| 7D | +10.2% | -8.5% | +18.7% | +9.6% |
| 30D | +19.3% | -12.8% | +32.1% | +18.4% |
| 3M | +18.0% | -12.9% | +30.8% | +17.1% |
| 6M | +33.7% | -15.2% | +48.9% | +32.8% |
| YTD | +18.6% | +6.2% | +12.4% | +13.6% |
| 1Y | +22.5% | -4.5% | +27.0% | +22.4% |
| All | +22.5% | -6.5% | +29.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling