+73.1%
MA vs TT
+140.2%
-67.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -7.2% | +8.7% | +3.9% |
| 3M | +20.4% | -3.0% | +23.4% | +20.7% |
| 6M | +11.1% | +1.4% | +9.8% | +8.9% |
| YTD | +2.0% | +15.9% | -13.9% | -5.5% |
| 1Y | -2.2% | +9.4% | -11.6% | -7.6% |
| 3Y | +41.9% | +124.4% | -82.5% | -6.7% |
| All | +73.1% | +140.2% | -67.1% | +0.2% |
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