+15,689.5%
MA vs TT
+1,986.3%
+13,703.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -1.7% |
| 7D | -0.3% | +1.7% | -2.1% | -1.3% |
| 30D | +11.3% | -11.8% | +23.1% | +17.3% |
| 3M | +16.7% | -12.6% | +29.3% | +23.2% |
| 6M | +32.8% | -9.4% | +42.1% | +36.3% |
| YTD | +15.6% | +8.8% | +6.8% | +7.2% |
| 1Y | +19.6% | -2.5% | +22.1% | +16.8% |
| 3Y | +72.1% | +95.7% | -23.6% | +15.0% |
| 5Y | +96.0% | +135.7% | -39.7% | +16.2% |
| 10Y | +554.8% | +750.6% | -195.8% | +99.5% |
| All | +15,689.5% | +1,986.3% | +13,703.2% | +2,636.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling