+19.9%
MA vs TT
-2.5%
+22.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.8% | +0.8% | +1.0% | +1.8% |
| 30D | +11.8% | -11.8% | +23.6% | +11.1% |
| 3M | +17.2% | -11.6% | +28.7% | +16.4% |
| 6M | +33.4% | -9.3% | +42.7% | +32.4% |
| YTD | +16.1% | +8.9% | +7.3% | +11.4% |
| 1Y | +19.9% | -2.2% | +22.2% | +20.1% |
| All | +19.9% | -2.5% | +22.4% | +20.1% |
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 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