+140.8%
TT vs LUNR
+51.5%
+89.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -1.0% |
| 7D | -1.0% | -0.5% | -0.4% | -1.0% |
| 30D | -8.9% | -11.3% | +2.4% | -8.8% |
| 3M | -1.8% | -44.9% | +43.1% | -1.4% |
| 6M | +1.9% | -17.3% | +19.2% | +1.8% |
| YTD | +13.8% | -9.9% | +23.7% | +13.5% |
| 1Y | +6.1% | +76.1% | -70.0% | +5.3% |
| 3Y | +119.6% | +240.0% | -120.4% | +119.3% |
| All | +140.8% | +51.5% | +89.3% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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