+1.5%
TT vs MKC
-24.7%
+26.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +3.5% | -7.0% | +10.5% | +2.8% |
| 30D | -11.0% | +4.1% | -15.1% | -10.8% |
| 3M | -12.0% | -10.3% | -1.7% | -12.3% |
| 6M | -10.4% | +1.7% | -12.1% | -10.6% |
| YTD | +9.9% | -29.1% | +39.0% | +13.5% |
| 1Y | +1.5% | -26.0% | +27.5% | +3.9% |
| All | +1.5% | -24.7% | +26.2% | +3.9% |
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