+143.2%
TT vs LUNR
+54.8%
+88.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.4% |
| 30D | -6.7% | -5.3% | -1.3% | -6.6% |
| 3M | -5.4% | -45.6% | +40.2% | -5.0% |
| 6M | +4.4% | -17.4% | +21.7% | +4.3% |
| YTD | +14.9% | -7.9% | +22.9% | +14.6% |
| 1Y | +9.3% | +77.6% | -68.4% | +8.4% |
| 3Y | +121.7% | +247.4% | -125.7% | +121.5% |
| All | +143.2% | +54.8% | +88.4% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling