+91.5%
TT vs MKTX
-22.1%
+113.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +4.0% | +0.2% | +3.8% | +4.1% |
| 30D | -11.3% | +0.9% | -12.2% | -11.3% |
| 3M | -12.3% | +2.6% | -14.9% | -12.2% |
| 6M | -10.8% | +20.4% | -31.3% | -9.3% |
| YTD | +8.2% | -7.1% | +15.2% | +9.4% |
| 1Y | +1.5% | -2.8% | +4.2% | +2.7% |
| 3Y | +91.5% | -21.7% | +113.2% | +93.8% |
| All | +91.5% | -22.1% | +113.6% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling