+911.5%
TT vs MKC
+29.3%
+882.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -1.0% | -2.8% | +1.8% | -0.3% |
| 30D | -8.9% | -3.4% | -5.5% | -8.2% |
| 3M | -1.8% | +3.8% | -5.6% | -3.3% |
| 6M | +1.9% | -17.9% | +19.8% | +6.6% |
| YTD | +13.8% | -23.6% | +37.4% | +21.1% |
| 1Y | +6.1% | -23.1% | +29.2% | +12.3% |
| 3Y | +119.6% | -31.5% | +151.1% | +137.1% |
| 5Y | +145.9% | -33.1% | +178.9% | +164.7% |
| All | +911.5% | +29.3% | +882.2% | +819.3% |
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