+741.5%
TT vs MKC
+25.5%
+715.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +3.5% | -7.0% | +10.5% | +5.2% |
| 30D | -11.0% | +4.1% | -15.1% | -12.2% |
| 3M | -12.0% | -10.3% | -1.7% | -10.1% |
| 6M | -10.4% | +1.7% | -12.1% | -11.9% |
| YTD | +9.9% | -29.1% | +39.0% | +18.6% |
| 1Y | +1.5% | -26.0% | +27.5% | +8.1% |
| 3Y | +93.7% | -21.5% | +115.2% | +98.2% |
| 5Y | +139.2% | -35.0% | +174.3% | +157.6% |
| 10Y | +741.5% | +25.6% | +715.9% | +642.9% |
| All | +741.5% | +25.5% | +715.9% | +642.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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