+148.2%
TT vs MKC
-34.7%
+182.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.4% | -4.3% | +5.7% | +2.2% |
| 30D | -6.7% | -3.1% | -3.6% | -6.2% |
| 3M | -5.4% | +6.8% | -12.2% | -7.0% |
| 6M | +4.4% | -18.3% | +22.7% | +8.7% |
| YTD | +14.9% | -23.1% | +38.0% | +21.0% |
| 1Y | +9.3% | -23.7% | +32.9% | +15.0% |
| 3Y | +121.7% | -31.0% | +152.7% | +138.2% |
| 5Y | +148.2% | -33.5% | +181.7% | +167.0% |
| All | +148.2% | -34.7% | +182.8% | +167.0% |
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