-4.5%
TT vs MCO
+9.9%
-14.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -0.9% |
| 7D | -8.5% | +10.7% | -19.2% | -6.9% |
| 30D | -12.8% | +17.9% | -30.7% | -10.5% |
| 3M | -12.9% | +9.5% | -22.3% | -11.4% |
| 6M | -15.2% | +18.1% | -33.3% | -12.4% |
| YTD | +6.2% | +4.1% | +2.1% | +8.1% |
| 1Y | -4.5% | +9.3% | -13.9% | -3.5% |
| All | -4.5% | +9.9% | -14.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling