+237.4%
MP vs TT
+376.7%
-139.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -3.6% |
| 7D | -19.0% | -9.0% | -10.0% | -14.5% |
| 30D | -30.5% | -17.6% | -12.9% | -22.7% |
| 3M | -29.6% | -18.7% | -10.9% | -21.2% |
| 6M | -50.4% | -17.4% | -33.0% | -45.1% |
| YTD | -33.2% | +1.5% | -34.8% | -34.5% |
| 1Y | -38.6% | -9.4% | -29.2% | -35.7% |
| 3Y | +105.5% | +85.1% | +20.4% | +33.1% |
| 5Y | -7.8% | +125.7% | -133.6% | -50.7% |
| All | +237.4% | +376.7% | -139.3% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling