+911.5%
TT vs MLM
+199.9%
+711.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -0.2% | -2.9% | +2.7% | +1.2% |
| 30D | -7.4% | -6.8% | -0.6% | -4.2% |
| 3M | -3.2% | -11.2% | +8.0% | +2.2% |
| 6M | +1.1% | -21.8% | +22.9% | +13.8% |
| YTD | +15.6% | -17.0% | +32.6% | +25.5% |
| 1Y | +9.2% | -16.4% | +25.5% | +17.9% |
| 3Y | +124.4% | +14.5% | +109.9% | +104.0% |
| 5Y | +138.0% | +41.7% | +96.3% | +92.0% |
| All | +911.5% | +199.9% | +711.6% | +426.2% |
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