+733.5%
TT vs MLM
+190.7%
+542.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -1.9% |
| 7D | -9.0% | -1.2% | -7.7% | -8.5% |
| 30D | -17.6% | +7.9% | -25.6% | -21.1% |
| 3M | -18.7% | -4.5% | -14.2% | -17.3% |
| 6M | -17.4% | -12.6% | -4.8% | -12.6% |
| YTD | +1.5% | -14.9% | +16.4% | +8.3% |
| 1Y | -9.4% | -13.1% | +3.7% | -4.4% |
| 3Y | +85.1% | +21.2% | +63.8% | +62.5% |
| 5Y | +125.7% | +32.0% | +93.7% | +87.5% |
| All | +733.5% | +190.7% | +542.7% | +358.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling