-4.5%
TT vs MTB
+27.0%
-31.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -2.0% |
| 7D | -8.5% | +2.0% | -10.5% | -9.1% |
| 30D | -12.8% | +2.9% | -15.7% | -13.6% |
| 3M | -12.9% | -10.7% | -2.2% | -9.3% |
| 6M | -15.2% | +6.3% | -21.6% | -17.5% |
| YTD | +6.2% | +13.8% | -7.6% | +0.5% |
| 1Y | -4.5% | +27.7% | -32.3% | -14.9% |
| All | -4.5% | +27.0% | -31.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling