+13,824.2%
MA vs TT
+2,121.9%
+11,702.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.5% | -7.4% | +8.9% | +5.1% |
| 3M | +20.4% | -3.2% | +23.6% | +21.1% |
| 6M | +11.1% | +1.1% | +10.0% | +8.3% |
| YTD | +2.0% | +15.6% | -13.7% | -7.4% |
| 1Y | -2.2% | +9.2% | -11.3% | -9.0% |
| 3Y | +41.9% | +124.4% | -82.5% | -11.3% |
| 5Y | +75.4% | +138.0% | -62.7% | +4.3% |
| 10Y | +527.5% | +886.4% | -358.8% | +79.0% |
| All | +13,824.2% | +2,121.9% | +11,702.2% | +2,261.1% |
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 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