+141.1%
TT vs MAS
+48.4%
+92.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -4.1% |
| 7D | -8.5% | +14.2% | -22.6% | -13.9% |
| 30D | -12.8% | +26.8% | -39.6% | -22.1% |
| 3M | -12.9% | +13.1% | -26.0% | -18.1% |
| 6M | -15.2% | +27.9% | -43.2% | -25.3% |
| YTD | +6.2% | +38.7% | -32.4% | -11.3% |
| 1Y | -4.5% | +40.4% | -44.9% | -20.9% |
| 3Y | +93.6% | +66.1% | +27.5% | +38.3% |
| 5Y | +141.1% | +47.4% | +93.7% | +87.6% |
| All | +141.1% | +48.4% | +92.6% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling