+753.3%
TT vs MLM
+185.4%
+567.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.3% |
| 7D | -2.0% | -4.1% | +2.1% | 0.0% |
| 30D | -14.0% | +8.2% | -22.2% | -17.8% |
| 3M | -15.9% | -3.6% | -12.3% | -14.9% |
| 6M | -17.3% | -15.6% | -1.8% | -11.1% |
| YTD | +4.0% | -16.4% | +20.4% | +11.8% |
| 1Y | -7.1% | -14.3% | +7.2% | -1.4% |
| 3Y | +90.2% | +19.3% | +70.9% | +68.3% |
| 5Y | +131.1% | +29.6% | +101.5% | +93.7% |
| All | +753.3% | +185.4% | +567.9% | +373.7% |
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