+122.7%
TT vs LUNR
+251.6%
-128.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -0.7% |
| 7D | +1.6% | +6.5% | -5.0% | +1.2% |
| 30D | -7.3% | -4.4% | -2.9% | -7.2% |
| 3M | -2.6% | -47.3% | +44.7% | 0.0% |
| 6M | +5.9% | -11.1% | +17.0% | +4.9% |
| YTD | +15.4% | -3.4% | +18.8% | +13.0% |
| 1Y | +8.2% | +85.8% | -77.5% | +1.8% |
| 3Y | +122.7% | +264.7% | -142.0% | +101.8% |
| All | +122.7% | +251.6% | -128.9% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling