+569.6%
MA vs TT
+748.9%
-179.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -1.8% | +3.5% | -5.3% | -3.4% |
| 30D | +11.0% | -11.0% | +22.1% | +16.4% |
| 3M | +17.9% | -12.0% | +29.9% | +23.9% |
| 6M | +33.2% | -10.4% | +43.6% | +37.3% |
| YTD | +16.5% | +9.9% | +6.6% | +7.0% |
| 1Y | +19.1% | +1.5% | +17.6% | +13.8% |
| 3Y | +70.6% | +93.7% | -23.1% | +9.8% |
| 5Y | +92.1% | +139.2% | -47.1% | +5.5% |
| 10Y | +569.6% | +741.5% | -171.9% | +67.3% |
| All | +569.6% | +748.9% | -179.3% | +67.3% |
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