+1,362.4%
MU vs TT
+125.0%
+1,237.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.4% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +13.8% | -7.2% | +21.0% | +21.2% |
| 3M | +2.1% | -3.0% | +5.1% | +6.9% |
| 6M | +153.8% | +1.4% | +152.5% | +157.0% |
| YTD | +256.4% | +15.9% | +240.5% | +224.2% |
| 1Y | +719.8% | +9.4% | +710.3% | +680.2% |
| All | +1,362.4% | +125.0% | +1,237.5% | +899.8% |
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