+117.0%
TT vs MKTX
-25.1%
+142.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -6.7% | +1.0% | -7.6% | -6.6% |
| 3M | -5.4% | +40.8% | -46.2% | -4.5% |
| 6M | +4.4% | -10.9% | +15.3% | +5.9% |
| YTD | +14.9% | -8.6% | +23.5% | +16.5% |
| 1Y | +9.3% | -11.6% | +20.8% | +10.9% |
| All | +117.0% | -25.1% | +142.2% | +114.8% |
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