+133.5%
TT vs MSI
+126.2%
+7.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +8.1% | +2.6% | +5.5% | +6.9% |
| 30D | -11.3% | +18.1% | -29.4% | -18.0% |
| 3M | -11.2% | +13.2% | -24.4% | -16.4% |
| 6M | -8.9% | +36.3% | -45.2% | -22.3% |
| YTD | +9.7% | +39.5% | -29.8% | -8.8% |
| 1Y | +1.3% | +36.9% | -35.6% | -15.0% |
| 3Y | +93.4% | +76.1% | +17.3% | +35.8% |
| 5Y | +133.5% | +123.7% | +9.8% | +38.4% |
| All | +133.5% | +126.2% | +7.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling