+537.5%
MAR vs TT
+744.7%
-207.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +2.9% | +0.8% | +2.0% | +2.2% |
| 30D | +17.0% | -11.8% | +28.8% | +24.6% |
| 3M | +23.2% | -11.6% | +34.7% | +30.6% |
| 6M | +21.7% | -9.3% | +31.1% | +26.0% |
| YTD | +38.9% | +8.9% | +30.0% | +28.2% |
| 1Y | +48.7% | -2.2% | +50.9% | +45.9% |
| 3Y | +122.9% | +91.9% | +31.0% | +40.3% |
| 5Y | +177.5% | +136.0% | +41.5% | +47.9% |
| 10Y | +537.5% | +734.7% | -197.2% | +56.5% |
| All | +537.5% | +744.7% | -207.1% | +56.5% |
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