+333.2%
MNST vs TT
+748.9%
-415.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.2% |
| 7D | -6.9% | +3.5% | -10.4% | -8.0% |
| 30D | +3.7% | -11.0% | +14.8% | +7.2% |
| 3M | -0.3% | -12.0% | +11.7% | +3.3% |
| 6M | +5.1% | -10.4% | +15.5% | +7.6% |
| YTD | +18.4% | +9.9% | +8.5% | +12.3% |
| 1Y | +26.3% | +1.5% | +24.8% | +22.9% |
| 3Y | +64.3% | +93.7% | -29.5% | +18.8% |
| 5Y | +96.8% | +139.2% | -42.4% | +26.6% |
| 10Y | +333.2% | +741.5% | -408.3% | +65.4% |
| All | +333.2% | +748.9% | -415.7% | +65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling