+145.9%
TT vs MOH
-23.8%
+169.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -8.9% | +3.0% | -11.9% | -9.1% |
| 3M | -1.8% | +1.2% | -3.0% | -2.1% |
| 6M | +1.9% | +41.7% | -39.8% | -0.6% |
| YTD | +13.8% | +15.4% | -1.6% | +11.9% |
| 1Y | +6.1% | +11.8% | -5.7% | +4.2% |
| 3Y | +119.6% | -37.5% | +157.1% | +122.2% |
| 5Y | +145.9% | -20.6% | +166.5% | +131.3% |
| All | +145.9% | -23.8% | +169.6% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling