+254.1%
MP vs TT
+388.1%
-134.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +3.6% |
| 7D | -10.5% | -2.0% | -8.5% | -9.4% |
| 30D | -23.5% | -14.0% | -9.5% | -17.0% |
| 3M | -25.4% | -15.9% | -9.6% | -18.1% |
| 6M | -51.3% | -17.3% | -33.9% | -46.1% |
| YTD | -29.9% | +4.0% | -33.9% | -32.1% |
| 1Y | -31.8% | -7.1% | -24.7% | -29.6% |
| 3Y | +127.0% | +90.2% | +36.7% | +44.7% |
| 5Y | -3.3% | +131.1% | -134.4% | -48.9% |
| All | +254.1% | +388.1% | -134.0% | +44.4% |
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