+15,818.7%
TT vs MAS
+1,430.5%
+14,388.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | 0.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -7.2% | -5.6% | -1.6% | -4.8% |
| 3M | -3.0% | +4.4% | -7.4% | -5.5% |
| 6M | +1.4% | +7.2% | -5.9% | -3.1% |
| YTD | +15.9% | +16.1% | -0.2% | +6.2% |
| 1Y | +9.4% | +0.1% | +9.3% | +6.9% |
| 3Y | +124.4% | +28.3% | +96.1% | +90.8% |
| 5Y | +138.0% | +30.5% | +107.5% | +98.3% |
| 10Y | +886.4% | +139.1% | +747.2% | +511.1% |
| All | +15,818.7% | +1,430.5% | +14,388.2% | +3,310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MAS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling