+441.9%
MAR vs TT
+906.5%
-464.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -0.5% | +1.4% | -1.9% | -1.2% |
| 30D | -4.7% | -6.7% | +2.0% | -1.1% |
| 3M | -15.6% | -5.4% | -10.2% | -13.8% |
| 6M | +1.2% | +4.4% | -3.2% | -2.7% |
| YTD | +7.5% | +14.9% | -7.4% | -2.8% |
| 1Y | +26.6% | +9.3% | +17.4% | +17.2% |
| 3Y | +66.0% | +121.7% | -55.8% | -3.7% |
| 5Y | +154.1% | +148.2% | +5.9% | +33.3% |
| 10Y | +441.9% | +957.3% | -515.4% | +27.6% |
| All | +441.9% | +906.5% | -464.7% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling