+902.6%
TT vs MSI
+595.6%
+306.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | 0.0% | -3.7% | +3.7% | +1.8% |
| 30D | -7.2% | +6.8% | -14.0% | -10.5% |
| 3M | -3.0% | +14.3% | -17.3% | -9.7% |
| 6M | +1.4% | -1.6% | +2.9% | +1.0% |
| YTD | +15.9% | +22.8% | -6.9% | +2.8% |
| 1Y | +9.4% | -1.1% | +10.5% | +8.1% |
| 3Y | +124.4% | +70.5% | +53.9% | +64.8% |
| 5Y | +138.0% | +102.8% | +35.2% | +57.9% |
| All | +902.6% | +595.6% | +306.9% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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