+911.7%
MU vs TT
+137.3%
+774.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -15.2% | +0.8% | -16.0% | -15.1% |
| 30D | -29.5% | -11.8% | -17.7% | -21.7% |
| 3M | -15.8% | -11.6% | -4.2% | -6.7% |
| 6M | -2.9% | -9.3% | +6.4% | +7.6% |
| YTD | +154.2% | +8.9% | +145.4% | +144.4% |
| 1Y | +186.6% | -2.2% | +188.8% | +199.1% |
| 3Y | +871.5% | +91.9% | +779.6% | +543.8% |
| 5Y | +911.7% | +136.0% | +775.7% | +417.9% |
| All | +911.7% | +137.3% | +774.4% | +417.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling