+3,116.5%
MAR vs TT
+4,085.3%
-968.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.4% |
| 7D | +4.3% | -2.0% | +6.3% | +5.3% |
| 30D | +16.8% | -14.0% | +30.8% | +25.4% |
| 3M | +16.0% | -15.9% | +31.9% | +25.7% |
| 6M | +16.5% | -17.3% | +33.8% | +26.1% |
| YTD | +35.0% | +4.0% | +31.1% | +29.3% |
| 1Y | +49.4% | -7.1% | +56.5% | +51.3% |
| 3Y | +124.1% | +90.2% | +33.8% | +53.7% |
| 5Y | +159.2% | +131.1% | +28.1% | +57.6% |
| 10Y | +553.9% | +777.7% | -223.8% | +100.8% |
| All | +3,116.5% | +4,085.3% | -968.8% | +265.8% |
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