+674.0%
MRNA vs TT
+525.8%
+148.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | +126.1% | -7.3% | +133.4% | +130.0% |
| 3M | +190.0% | -3.6% | +193.6% | +189.9% |
| 6M | +157.2% | +2.8% | +154.4% | +151.7% |
| YTD | +388.2% | +14.5% | +373.7% | +362.8% |
| 1Y | +467.0% | +7.4% | +459.6% | +448.7% |
| 3Y | +36.1% | +116.2% | -80.2% | +10.1% |
| 5Y | -68.0% | +147.4% | -215.3% | -76.4% |
| All | +674.0% | +525.8% | +148.2% | +343.9% |
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