+129.6%
TT vs MSI
+70.3%
+59.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | 0.0% | -3.7% | +3.7% | +1.2% |
| 30D | -7.2% | +6.8% | -14.0% | -9.4% |
| 3M | -3.0% | +14.3% | -17.3% | -7.8% |
| 6M | +1.4% | -1.6% | +2.9% | +1.9% |
| YTD | +15.9% | +22.8% | -6.9% | +5.8% |
| 1Y | +9.4% | -1.1% | +10.5% | +10.5% |
| All | +129.6% | +70.3% | +59.3% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling