+9,137.0%
TT vs MDY
+2,629.7%
+6,507.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.2% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -11.0% | +2.1% | -13.2% | -12.8% |
| 3M | -12.0% | -3.6% | -8.4% | -8.7% |
| 6M | -10.4% | +1.7% | -12.1% | -11.6% |
| YTD | +9.9% | +13.8% | -3.9% | -2.5% |
| 1Y | +1.5% | +15.5% | -14.1% | -11.3% |
| 3Y | +93.7% | +58.3% | +35.4% | +23.0% |
| 5Y | +139.2% | +37.4% | +101.8% | +73.0% |
| 10Y | +741.5% | +171.0% | +570.5% | +201.3% |
| All | +9,137.0% | +2,629.7% | +6,507.2% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling