+92.3%
MA vs TT
+129.2%
-36.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | +2.3% | -2.0% | +4.3% | +2.9% |
| 30D | +14.7% | -14.0% | +28.7% | +19.5% |
| 3M | +13.5% | -15.9% | +29.4% | +19.0% |
| 6M | +33.1% | -17.3% | +50.4% | +39.4% |
| YTD | +15.1% | +4.0% | +11.1% | +9.6% |
| 1Y | +18.7% | -7.1% | +25.8% | +18.1% |
| 3Y | +72.1% | +90.2% | -18.2% | +19.7% |
| All | +92.3% | +129.2% | -36.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling