+117.0%
TT vs MGY
+25.3%
+91.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | +1.4% | +1.5% | -0.1% | +1.2% |
| 30D | -6.7% | +6.8% | -13.5% | -7.4% |
| 3M | -5.4% | +2.6% | -8.0% | -5.7% |
| 6M | +4.4% | -3.1% | +7.5% | +4.2% |
| YTD | +14.9% | +29.4% | -14.5% | +8.7% |
| 1Y | +9.3% | +22.3% | -13.0% | +4.1% |
| All | +117.0% | +25.3% | +91.7% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling