+624.7%
TT vs MGY
+210.4%
+414.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.2% | +3.5% | -4.7% | -1.8% |
| 30D | -7.3% | +5.3% | -12.6% | -8.2% |
| 3M | -3.6% | +2.6% | -6.2% | -4.4% |
| 6M | +2.8% | -3.3% | +6.1% | +2.5% |
| YTD | +14.5% | +29.2% | -14.7% | +8.4% |
| 1Y | +7.4% | +18.0% | -10.6% | +3.0% |
| 3Y | +116.2% | +30.0% | +86.2% | +100.8% |
| 5Y | +147.4% | +92.7% | +54.7% | +104.9% |
| All | +624.7% | +210.4% | +414.3% | +388.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling