+4,407.5%
MU vs TT
+725.1%
+3,682.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.4% |
| 7D | +12.8% | +4.0% | +8.8% | +9.6% |
| 30D | -14.9% | -11.3% | -3.5% | -6.2% |
| 3M | -18.0% | -12.3% | -5.8% | -9.0% |
| 6M | -3.1% | -10.8% | +7.7% | +8.1% |
| YTD | +172.9% | +8.2% | +164.7% | +163.3% |
| 1Y | +228.8% | +1.5% | +227.4% | +233.0% |
| 3Y | +950.8% | +91.5% | +859.4% | +585.9% |
| 5Y | +931.3% | +130.2% | +801.1% | +471.8% |
| All | +4,407.5% | +725.1% | +3,682.4% | +869.7% |
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