+135.7%
TT vs MKC
-32.8%
+168.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.8% |
| 7D | +1.7% | -1.9% | +3.7% | +2.0% |
| 30D | -11.8% | +8.0% | -19.8% | -13.0% |
| 3M | -12.6% | -8.6% | -4.0% | -11.5% |
| 6M | -9.4% | +1.1% | -10.4% | -10.2% |
| YTD | +8.8% | -27.7% | +36.5% | +15.5% |
| 1Y | -2.5% | -23.7% | +21.2% | +2.1% |
| 3Y | +95.7% | -19.4% | +115.1% | +96.6% |
| 5Y | +135.7% | -33.3% | +169.1% | +168.7% |
| All | +135.7% | -32.8% | +168.5% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling