+9.3%
TT vs MKC
-24.0%
+33.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.5% |
| 7D | +1.4% | -4.3% | +5.7% | +1.1% |
| 30D | -6.7% | -3.1% | -3.6% | -6.8% |
| 3M | -5.4% | +6.8% | -12.2% | -4.9% |
| 6M | +4.4% | -18.3% | +22.7% | +5.8% |
| YTD | +14.9% | -23.1% | +38.0% | +16.1% |
| 1Y | +9.3% | -23.7% | +32.9% | +10.9% |
| All | +9.3% | -24.0% | +33.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling