+9,638.3%
TT vs MDY
+2,662.7%
+6,975.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -7.2% | -1.5% | -5.7% | -5.8% |
| 3M | -3.0% | +0.8% | -3.7% | -3.5% |
| 6M | +1.4% | +7.4% | -6.1% | -5.0% |
| YTD | +15.9% | +15.2% | +0.7% | +1.5% |
| 1Y | +9.4% | +16.5% | -7.1% | -5.4% |
| 3Y | +124.4% | +46.8% | +77.6% | +53.3% |
| 5Y | +138.0% | +46.0% | +92.0% | +62.0% |
| 10Y | +886.4% | +172.1% | +714.3% | +252.3% |
| All | +9,638.3% | +2,662.7% | +6,975.6% | +359.0% |
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