+42,373.9%
MCHP vs TT
+11,419.4%
+30,954.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.1% | -7.2% | +3.1% | -0.6% |
| 3M | -22.5% | -3.0% | -19.5% | -21.1% |
| 6M | +7.3% | +1.4% | +5.9% | +7.2% |
| YTD | +18.4% | +15.9% | +2.5% | +10.6% |
| 1Y | +18.1% | +9.4% | +8.7% | +13.2% |
| 3Y | -2.8% | +124.4% | -127.2% | -33.0% |
| 5Y | +5.5% | +138.0% | -132.5% | -29.2% |
| 10Y | +185.8% | +886.4% | -700.6% | +6.1% |
| All | +42,373.9% | +11,419.4% | +30,954.5% | +5,089.8% |
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