+146.0%
TT vs MLM
+41.9%
+104.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -0.2% | -2.9% | +2.7% | +1.4% |
| 30D | -7.4% | -6.8% | -0.6% | -3.7% |
| 3M | -3.2% | -11.2% | +8.0% | +2.9% |
| 6M | +1.1% | -21.8% | +22.9% | +15.6% |
| YTD | +15.6% | -17.0% | +32.6% | +26.7% |
| 1Y | +9.2% | -16.4% | +25.5% | +18.8% |
| 3Y | +124.4% | +14.5% | +109.9% | +95.4% |
| All | +146.0% | +41.9% | +104.1% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling