+34,448.3%
MCHP vs TT
+10,722.9%
+23,725.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -22.6% | +0.8% | -23.4% | -22.7% |
| 30D | -20.1% | -11.8% | -8.4% | -15.3% |
| 3M | -25.4% | -11.6% | -13.9% | -20.9% |
| 6M | -38.4% | -9.3% | -29.1% | -35.1% |
| YTD | -3.7% | +8.9% | -12.6% | -7.2% |
| 1Y | +11.7% | -2.2% | +14.0% | +13.2% |
| 3Y | -16.1% | +91.9% | -108.0% | -37.4% |
| 5Y | -16.9% | +136.0% | -152.9% | -43.7% |
| 10Y | +133.4% | +734.7% | -601.3% | -6.7% |
| All | +34,448.3% | +10,722.9% | +23,725.4% | +4,253.6% |
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