+1,632.0%
TT vs MSCI
+3,169.6%
-1,537.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.3% |
| 7D | -9.0% | +6.0% | -15.0% | -11.3% |
| 30D | -17.6% | +18.2% | -35.8% | -23.5% |
| 3M | -18.7% | +15.1% | -33.8% | -23.8% |
| 6M | -17.4% | +13.7% | -31.2% | -23.3% |
| YTD | +1.5% | +15.6% | -14.1% | -7.5% |
| 1Y | -9.4% | +16.3% | -25.7% | -17.8% |
| 3Y | +85.1% | +36.9% | +48.2% | +51.6% |
| 5Y | +125.7% | +6.3% | +119.4% | +101.2% |
| 10Y | +757.3% | +823.0% | -65.6% | +154.2% |
| All | +1,632.0% | +3,169.6% | -1,537.6% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 all: compounded portfolio wealth divided by compounded MSCI 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…
all analysis · Full analysis span regression · 6 months rolling