+127.0%
MP vs TT
+89.7%
+37.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +3.8% |
| 7D | -10.5% | -2.0% | -8.5% | -9.6% |
| 30D | -23.5% | -14.0% | -9.5% | -18.1% |
| 3M | -25.4% | -15.9% | -9.6% | -19.4% |
| 6M | -51.3% | -17.3% | -33.9% | -47.0% |
| YTD | -29.9% | +4.0% | -33.9% | -30.6% |
| 1Y | -31.8% | -7.1% | -24.7% | -29.2% |
| 3Y | +127.0% | +90.2% | +36.7% | +42.2% |
| All | +127.0% | +89.7% | +37.3% | +42.2% |
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