+161.8%
MAR vs TT
+140.2%
+21.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -4.2% | 0.0% | -4.1% | -4.1% |
| 30D | -6.7% | -7.2% | +0.5% | -3.7% |
| 3M | -12.5% | -3.0% | -9.5% | -12.0% |
| 6M | +0.6% | +1.4% | -0.8% | -1.2% |
| YTD | +9.1% | +15.9% | -6.8% | +0.3% |
| 1Y | +26.2% | +9.4% | +16.8% | +18.6% |
| 3Y | +68.2% | +124.4% | -56.2% | +7.0% |
| All | +161.8% | +140.2% | +21.7% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling