+15,818.7%
TT vs MTB
+8,294.1%
+7,524.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | 0.0% | +1.7% | -1.7% | -0.8% |
| 30D | -7.2% | -4.2% | -3.0% | -5.4% |
| 3M | -3.0% | +8.9% | -11.8% | -6.7% |
| 6M | +1.4% | +10.9% | -9.5% | -3.4% |
| YTD | +15.9% | +21.5% | -5.6% | +5.9% |
| 1Y | +9.4% | +21.9% | -12.5% | -0.5% |
| 3Y | +124.4% | +109.2% | +15.1% | +55.9% |
| 5Y | +138.0% | +102.0% | +36.0% | +60.7% |
| 10Y | +886.4% | +171.9% | +714.5% | +431.3% |
| All | +15,818.7% | +8,294.1% | +7,524.6% | +2,053.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling