+129.1%
TT vs MAS
+29.0%
+100.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | -0.2% | -0.8% | +0.5% | 0.0% |
| 30D | -7.4% | -5.6% | -1.8% | -5.5% |
| 3M | -3.2% | +4.4% | -7.6% | -5.1% |
| 6M | +1.1% | +7.2% | -6.1% | -2.5% |
| YTD | +15.6% | +16.1% | -0.5% | +7.5% |
| 1Y | +9.2% | +0.1% | +9.1% | +7.3% |
| All | +129.1% | +29.0% | +100.0% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling