+3,971.9%
MU vs TT
+764.8%
+3,207.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +3.3% |
| 7D | -22.0% | -2.0% | -20.0% | -20.3% |
| 30D | -36.6% | -14.0% | -22.6% | -28.6% |
| 3M | -21.7% | -15.9% | -5.8% | -10.5% |
| 6M | +3.5% | -17.3% | +20.9% | +21.9% |
| YTD | +141.9% | +4.0% | +138.0% | +140.3% |
| 1Y | +189.8% | -7.1% | +197.0% | +212.9% |
| 3Y | +855.4% | +90.2% | +765.1% | +528.8% |
| 5Y | +869.2% | +131.1% | +738.1% | +438.2% |
| All | +3,971.9% | +764.8% | +3,207.2% | +901.0% |
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