+95.7%
TT vs MDY
+57.1%
+38.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +1.9% |
| 7D | +1.7% | +0.7% | +1.1% | +1.2% |
| 30D | -11.8% | +1.3% | -13.1% | -12.8% |
| 3M | -12.6% | -4.1% | -8.5% | -9.3% |
| 6M | -9.4% | +1.0% | -10.4% | -9.8% |
| YTD | +8.8% | +13.3% | -4.5% | -1.1% |
| 1Y | -2.5% | +15.7% | -18.3% | -12.9% |
| 3Y | +95.7% | +59.6% | +36.1% | +44.8% |
| All | +95.7% | +57.1% | +38.6% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling