+917.7%
TT vs MKSI
+524.1%
+393.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | -1.2% | +2.7% | -3.9% | -1.9% |
| 30D | -7.3% | -12.8% | +5.5% | -3.9% |
| 3M | -3.6% | -22.5% | +18.9% | +1.7% |
| 6M | +2.8% | +19.4% | -16.6% | -4.5% |
| YTD | +14.5% | +67.7% | -53.2% | -3.7% |
| 1Y | +7.4% | +131.4% | -124.0% | -18.5% |
| 3Y | +116.2% | +197.3% | -81.1% | +43.4% |
| 5Y | +147.4% | +87.0% | +60.4% | +79.7% |
| All | +917.7% | +524.1% | +393.6% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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