+116.2%
TT vs MOH
-36.3%
+152.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | -1.2% | +1.7% | -2.9% | -1.2% |
| 30D | -7.3% | -0.9% | -6.4% | -7.3% |
| 3M | -3.6% | +5.7% | -9.3% | -3.6% |
| 6M | +2.8% | +39.1% | -36.3% | +2.9% |
| YTD | +14.5% | +17.7% | -3.2% | +14.5% |
| 1Y | +7.4% | +8.4% | -1.0% | +7.4% |
| 3Y | +116.2% | -36.6% | +152.8% | +112.5% |
| All | +116.2% | -36.3% | +152.5% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling