+741.5%
TT vs MSI
+683.5%
+58.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | +3.5% | +7.7% | -4.2% | -0.1% |
| 30D | -11.0% | +19.9% | -31.0% | -18.6% |
| 3M | -12.0% | +14.9% | -26.9% | -18.0% |
| 6M | -10.4% | +37.2% | -47.7% | -24.0% |
| YTD | +9.9% | +40.8% | -30.9% | -8.8% |
| 1Y | +1.5% | +38.1% | -36.7% | -15.1% |
| 3Y | +93.7% | +77.7% | +16.0% | +40.1% |
| 5Y | +139.2% | +129.0% | +10.2% | +49.8% |
| 10Y | +741.5% | +671.3% | +70.2% | +219.2% |
| All | +741.5% | +683.5% | +58.0% | +219.2% |
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