+171.5%
TT vs MAGS
+188.2%
-16.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -0.2% | +0.5% | -0.8% | -0.5% |
| 30D | -7.4% | +1.5% | -8.9% | -8.0% |
| 3M | -3.2% | +0.5% | -3.7% | -3.6% |
| 6M | +1.1% | +11.6% | -10.5% | -4.1% |
| YTD | +15.6% | +5.3% | +10.3% | +12.3% |
| 1Y | +9.2% | +14.9% | -5.7% | +1.6% |
| 3Y | +124.4% | +128.9% | -4.5% | +53.1% |
| All | +171.5% | +188.2% | -16.7% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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