+153.3%
MP vs TT
+124.4%
+28.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +13.8% | -7.4% | +21.2% | +17.5% |
| 3M | -16.7% | -3.2% | -13.5% | -15.5% |
| 6M | -11.5% | +1.1% | -12.6% | -11.9% |
| YTD | +7.9% | +15.6% | -7.7% | +2.7% |
| 1Y | -15.0% | +9.2% | -24.2% | -17.3% |
| All | +153.3% | +124.4% | +28.8% | +100.4% |
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 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