+18.0%
TT vs MDLN
+4.5%
+13.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +3.7% | -3.7% | -0.1% |
| 30D | -7.2% | -0.2% | -7.0% | -7.2% |
| 3M | -3.0% | +6.2% | -9.2% | -3.7% |
| 6M | +1.4% | -14.7% | +16.0% | +1.3% |
| YTD | +15.9% | -12.9% | +28.8% | +16.4% |
| All | +18.0% | +4.5% | +13.4% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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