+128.9%
TT vs LUNR
+34.7%
+94.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.0% | +24.2% | -20.1% | +3.8% |
| 30D | -11.3% | +18.0% | -29.3% | -11.5% |
| 3M | -12.3% | -26.0% | +13.7% | -12.1% |
| 6M | -10.8% | -63.6% | +52.7% | -10.2% |
| YTD | +8.2% | -19.9% | +28.1% | +7.9% |
| 1Y | +1.5% | +50.1% | -48.6% | +0.7% |
| 3Y | +91.5% | +374.5% | -283.0% | +91.8% |
| All | +128.9% | +34.7% | +94.2% | +138.8% |
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