+145.9%
TT vs MKTX
-60.6%
+206.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -8.9% | +0.8% | -9.7% | -9.0% |
| 3M | -1.8% | +41.1% | -43.0% | -6.0% |
| 6M | +1.9% | -9.5% | +11.4% | +3.9% |
| YTD | +13.8% | -8.7% | +22.5% | +15.8% |
| 1Y | +6.1% | -10.0% | +16.1% | +8.1% |
| 3Y | +119.6% | -24.6% | +144.2% | +123.1% |
| 5Y | +145.9% | -60.3% | +206.2% | +180.0% |
| All | +145.9% | -60.6% | +206.4% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling