+15,692.2%
MA vs TT
+1,846.7%
+13,845.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -0.4% |
| 7D | +3.2% | -9.0% | +12.2% | +7.6% |
| 30D | +15.9% | -17.6% | +33.6% | +26.3% |
| 3M | +15.2% | -18.7% | +33.8% | +25.8% |
| 6M | +32.4% | -17.4% | +49.8% | +41.9% |
| YTD | +15.6% | +1.5% | +14.1% | +10.8% |
| 1Y | +19.3% | -9.4% | +28.7% | +20.7% |
| 3Y | +73.0% | +85.1% | -12.1% | +18.7% |
| 5Y | +93.7% | +125.7% | -32.0% | +17.2% |
| 10Y | +575.0% | +757.3% | -182.4% | +104.8% |
| All | +15,692.2% | +1,846.7% | +13,845.4% | +2,728.9% |
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