+6,028.8%
MU vs TT
+887.4%
+5,141.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.5% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +13.8% | -7.2% | +21.0% | +20.2% |
| 3M | +2.1% | -3.0% | +5.1% | +6.1% |
| 6M | +153.8% | +1.4% | +152.5% | +156.2% |
| YTD | +256.4% | +15.9% | +240.5% | +224.9% |
| 1Y | +719.8% | +9.4% | +710.3% | +679.3% |
| 3Y | +1,360.4% | +124.4% | +1,236.0% | +742.1% |
| 5Y | +1,312.4% | +138.0% | +1,174.4% | +661.1% |
| All | +6,028.8% | +887.4% | +5,141.4% | +1,176.4% |
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 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