+498.8%
MAR vs TT
+725.1%
-226.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.4% |
| 7D | +1.6% | +4.0% | -2.4% | -0.6% |
| 30D | +13.8% | -11.3% | +25.1% | +20.8% |
| 3M | +20.3% | -12.3% | +32.6% | +28.2% |
| 6M | +21.3% | -10.8% | +32.2% | +26.8% |
| YTD | +37.2% | +8.2% | +29.1% | +27.1% |
| 1Y | +48.4% | +1.5% | +47.0% | +42.6% |
| 3Y | +120.1% | +91.5% | +28.7% | +38.5% |
| 5Y | +182.1% | +130.2% | +51.9% | +52.6% |
| All | +498.8% | +725.1% | -226.3% | +43.0% |
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