+517.0%
MA vs TT
+912.5%
-395.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -7.2% | +8.7% | +4.9% |
| 3M | +20.4% | -3.0% | +23.4% | +20.9% |
| 6M | +11.1% | +1.4% | +9.8% | +8.1% |
| YTD | +2.0% | +15.9% | -13.9% | -7.8% |
| 1Y | -2.2% | +9.4% | -11.6% | -9.3% |
| 3Y | +41.9% | +124.4% | -82.5% | -15.0% |
| 5Y | +75.4% | +138.0% | -62.7% | -1.3% |
| All | +517.0% | +912.5% | -395.6% | +57.9% |
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