+125.7%
TT vs MAS
+41.7%
+84.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -2.9% |
| 7D | -9.0% | +4.6% | -13.5% | -10.9% |
| 30D | -17.6% | +19.9% | -37.5% | -24.5% |
| 3M | -18.7% | +8.9% | -27.6% | -22.3% |
| 6M | -17.4% | +20.2% | -37.6% | -25.1% |
| YTD | +1.5% | +33.9% | -32.3% | -13.9% |
| 1Y | -9.4% | +34.7% | -44.1% | -23.5% |
| 3Y | +85.1% | +60.4% | +24.7% | +34.2% |
| 5Y | +125.7% | +43.5% | +82.3% | +77.3% |
| All | +125.7% | +41.7% | +84.1% | +77.3% |
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