+35,221.4%
MCHP vs TT
+10,650.1%
+24,571.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +5.7% | +4.0% | +1.7% | +3.8% |
| 30D | -13.4% | -11.3% | -2.1% | -8.4% |
| 3M | -20.1% | -12.3% | -7.8% | -14.9% |
| 6M | -35.5% | -10.8% | -24.7% | -31.5% |
| YTD | -1.6% | +8.2% | -9.7% | -4.8% |
| 1Y | +15.5% | +1.5% | +14.0% | +15.0% |
| 3Y | -13.2% | +91.5% | -104.6% | -35.2% |
| 5Y | -17.5% | +130.2% | -147.7% | -43.5% |
| 10Y | +136.0% | +727.9% | -592.0% | -5.3% |
| All | +35,221.4% | +10,650.1% | +24,571.2% | +4,365.4% |
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