+116.3%
MP vs TT
+85.3%
+31.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -4.0% |
| 7D | -19.0% | -9.0% | -10.0% | -15.3% |
| 30D | -30.5% | -17.6% | -12.9% | -24.1% |
| 3M | -29.6% | -18.7% | -10.9% | -22.7% |
| 6M | -50.4% | -17.4% | -33.0% | -46.0% |
| YTD | -33.2% | +1.5% | -34.8% | -33.2% |
| 1Y | -38.6% | -9.4% | -29.2% | -35.5% |
| All | +116.3% | +85.3% | +31.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling