+72.1%
MA vs TT
+94.8%
-22.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.2% |
| 7D | -0.3% | +1.7% | -2.1% | -0.6% |
| 30D | +11.3% | -11.8% | +23.1% | +13.3% |
| 3M | +16.7% | -12.6% | +29.3% | +18.9% |
| 6M | +32.8% | -9.4% | +42.1% | +33.8% |
| YTD | +15.6% | +8.8% | +6.8% | +10.3% |
| 1Y | +19.6% | -2.5% | +22.1% | +17.6% |
| 3Y | +72.1% | +95.7% | -23.6% | +33.6% |
| All | +72.1% | +94.8% | -22.7% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling