+553.1%
MA vs TT
+764.8%
-211.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.6% |
| 7D | +2.3% | -2.0% | +4.3% | +3.2% |
| 30D | +14.7% | -14.0% | +28.7% | +22.1% |
| 3M | +13.5% | -15.9% | +29.4% | +21.7% |
| 6M | +33.1% | -17.3% | +50.4% | +42.3% |
| YTD | +15.1% | +4.0% | +11.1% | +8.4% |
| 1Y | +18.7% | -7.1% | +25.8% | +18.3% |
| 3Y | +72.1% | +90.2% | -18.2% | +11.4% |
| 5Y | +92.8% | +131.1% | -38.3% | +7.4% |
| All | +553.1% | +764.8% | -211.7% | +69.9% |
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