+148.3%
TT vs MCO
+28.7%
+119.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | +1.4% | -3.1% | +4.6% | +2.8% |
| 30D | -6.7% | -0.5% | -6.1% | -6.6% |
| 3M | -5.4% | +5.7% | -11.1% | -8.5% |
| 6M | +4.4% | +3.0% | +1.3% | +1.7% |
| YTD | +14.9% | -6.5% | +21.4% | +16.2% |
| 1Y | +9.3% | -5.8% | +15.0% | +9.5% |
| 3Y | +121.7% | +43.1% | +78.6% | +71.6% |
| All | +148.3% | +28.7% | +119.6% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling