+2,756.9%
TT vs MKTX
+1,446.2%
+1,310.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -7.2% | +1.1% | -8.2% | -7.4% |
| 3M | -3.0% | +36.1% | -39.1% | -11.0% |
| 6M | +1.4% | -12.9% | +14.2% | +3.0% |
| YTD | +15.9% | -8.5% | +24.4% | +16.1% |
| 1Y | +9.4% | -7.5% | +17.0% | +9.0% |
| 3Y | +124.4% | -28.3% | +152.7% | +130.2% |
| 5Y | +138.0% | -63.3% | +201.3% | +182.6% |
| 10Y | +886.4% | +4.5% | +881.9% | +739.5% |
| All | +2,756.9% | +1,446.2% | +1,310.7% | +870.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling