+2,498.9%
MAR vs TT
+4,566.0%
-2,067.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -4.2% | -0.2% | -3.9% | -4.0% |
| 30D | -6.7% | -7.4% | +0.7% | -3.1% |
| 3M | -12.5% | -3.2% | -9.3% | -11.8% |
| 6M | +0.6% | +1.1% | -0.5% | -1.2% |
| YTD | +9.1% | +15.6% | -6.5% | -0.3% |
| 1Y | +26.2% | +9.2% | +17.0% | +18.1% |
| 3Y | +68.2% | +124.4% | -56.2% | +6.0% |
| 5Y | +163.9% | +138.0% | +25.9% | +58.7% |
| 10Y | +420.6% | +886.4% | -465.8% | +51.3% |
| All | +2,498.9% | +4,566.0% | -2,067.0% | +181.6% |
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 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