+808.8%
MU vs TT
+85.3%
+723.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.4% | -13.1% | -13.2% |
| 7D | -29.7% | -9.0% | -20.8% | -22.6% |
| 30D | -37.2% | -17.6% | -19.6% | -24.3% |
| 3M | -26.5% | -18.7% | -7.8% | -10.5% |
| 6M | +2.6% | -17.4% | +20.0% | +25.8% |
| YTD | +130.1% | +1.5% | +128.6% | +133.9% |
| 1Y | +176.7% | -9.4% | +186.1% | +211.9% |
| All | +808.8% | +85.3% | +723.5% | +483.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling