+733.5%
TT vs MAS
+219.8%
+513.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -2.7% |
| 7D | -9.0% | +4.6% | -13.5% | -11.2% |
| 30D | -17.6% | +19.9% | -37.5% | -25.5% |
| 3M | -18.7% | +8.9% | -27.6% | -22.9% |
| 6M | -17.4% | +20.2% | -37.6% | -26.3% |
| YTD | +1.5% | +33.9% | -32.3% | -15.8% |
| 1Y | -9.4% | +34.7% | -44.1% | -25.2% |
| 3Y | +85.1% | +60.4% | +24.7% | +32.0% |
| 5Y | +125.7% | +43.5% | +82.3% | +68.3% |
| All | +733.5% | +219.8% | +513.6% | +295.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling