+10,025.6%
TT vs MCO
+7,698.6%
+2,327.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.8% |
| 7D | 0.0% | -4.2% | +4.2% | +1.8% |
| 30D | -7.2% | +2.2% | -9.4% | -8.1% |
| 3M | -3.0% | +10.1% | -13.1% | -7.5% |
| 6M | +1.4% | +5.3% | -3.9% | -2.1% |
| YTD | +15.9% | -2.7% | +18.6% | +14.6% |
| 1Y | +9.4% | -0.4% | +9.8% | +6.7% |
| 3Y | +124.4% | +49.0% | +75.3% | +82.3% |
| 5Y | +138.0% | +33.6% | +104.4% | +100.2% |
| 10Y | +886.4% | +395.3% | +491.1% | +366.7% |
| All | +10,025.6% | +7,698.6% | +2,327.0% | +1,624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling