+4,272.2%
TT vs MKSI
+2,206.8%
+2,065.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | +1.6% | +7.7% | -6.2% | -0.3% |
| 30D | -7.3% | -12.9% | +5.6% | -4.3% |
| 3M | -2.6% | -14.8% | +12.3% | -0.2% |
| 6M | +5.9% | +26.6% | -20.7% | -2.2% |
| YTD | +15.4% | +66.6% | -51.2% | -0.9% |
| 1Y | +8.2% | +144.6% | -136.3% | -16.4% |
| 3Y | +122.7% | +193.1% | -70.5% | +55.9% |
| 5Y | +145.0% | +88.6% | +56.4% | +84.5% |
| 10Y | +893.7% | +490.9% | +402.8% | +427.3% |
| All | +4,272.2% | +2,206.8% | +2,065.4% | +1,775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling