+127.9%
TT vs MSI
+118.7%
+9.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -2.0% | +4.7% | -6.7% | -4.1% |
| 30D | -14.0% | +14.8% | -28.8% | -19.5% |
| 3M | -15.9% | +8.8% | -24.7% | -19.4% |
| 6M | -17.3% | +19.3% | -36.6% | -25.0% |
| YTD | +4.0% | +35.3% | -31.4% | -12.4% |
| 1Y | -7.1% | +33.8% | -40.9% | -21.3% |
| 3Y | +90.2% | +74.4% | +15.8% | +33.6% |
| All | +127.9% | +118.7% | +9.2% | +36.4% |
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