+145.3%
TT vs LUNR
+53.5%
+91.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | 0.0% | -3.6% | +3.6% | 0.0% |
| 30D | -7.2% | +5.9% | -13.0% | -7.2% |
| 3M | -3.0% | -56.0% | +53.0% | -2.3% |
| 6M | +1.4% | -20.5% | +21.8% | +1.3% |
| YTD | +15.9% | -8.7% | +24.6% | +15.6% |
| 1Y | +9.4% | +75.9% | -66.5% | +8.5% |
| 3Y | +124.4% | +202.9% | -78.5% | +123.9% |
| All | +145.3% | +53.5% | +91.8% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling