+132.6%
TT vs LUNR
+26.2%
+106.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.2% | +0.9% |
| 7D | +3.5% | +22.7% | -19.2% | +3.2% |
| 30D | -11.0% | -5.3% | -5.7% | -11.1% |
| 3M | -12.0% | -26.1% | +14.1% | -11.8% |
| 6M | -10.4% | -62.4% | +52.0% | -9.8% |
| YTD | +9.9% | -25.0% | +34.9% | +9.8% |
| 1Y | +1.5% | +29.0% | -27.6% | +0.8% |
| 3Y | +93.7% | +327.4% | -233.7% | +94.1% |
| All | +132.6% | +26.2% | +106.4% | +142.9% |
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