+855.4%
MU vs TT
+89.7%
+765.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +2.8% |
| 7D | -22.0% | -2.0% | -20.0% | -19.8% |
| 30D | -36.6% | -14.0% | -22.6% | -26.5% |
| 3M | -21.7% | -15.9% | -5.8% | -7.6% |
| 6M | +3.5% | -17.3% | +20.9% | +26.5% |
| YTD | +141.9% | +4.0% | +138.0% | +140.5% |
| 1Y | +189.8% | -7.1% | +197.0% | +219.3% |
| 3Y | +855.4% | +90.2% | +765.1% | +499.8% |
| All | +855.4% | +89.7% | +765.7% | +499.8% |
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 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