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  • MU vs TT✓SelectedUSD · TTMU vs TT performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs TT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+106,206.6%
TT return
+16,138.6%
Excess return
+90,068.0%
Maximum drawdown
-98.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioTTExcessAlpha
1D+6.1%+0.8%+5.3%+5.6%
7D+9.0%0.0%+9.0%+9.0%
30D+13.8%-7.2%+21.0%+18.8%
3M+2.1%-3.0%+5.1%+5.2%
6M+153.8%+1.4%+152.5%+155.9%
YTD+256.4%+15.9%+240.5%+231.4%
1Y+719.8%+9.4%+710.3%+688.8%
3Y+1,360.4%+124.4%+1,236.0%+840.1%
5Y+1,312.4%+138.0%+1,174.4%+770.2%
10Y+6,142.6%+886.4%+5,256.2%+1,647.6%
All+106,206.6%+16,138.6%+90,068.0%+5,974.8%

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 1990-01-01 to 2026-09-04: 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling