+14,847.0%
TT vs MTB
+7,695.2%
+7,151.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.7% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | -11.8% | +2.4% | -14.2% | -12.8% |
| 3M | -12.6% | -10.5% | -2.1% | -8.4% |
| 6M | -9.4% | +6.4% | -15.8% | -12.2% |
| YTD | +8.8% | +12.8% | -4.0% | +2.5% |
| 1Y | -2.5% | +23.3% | -25.8% | -11.8% |
| 3Y | +95.7% | +108.2% | -12.6% | +36.4% |
| 5Y | +135.7% | +68.6% | +67.2% | +73.4% |
| 10Y | +750.6% | +125.3% | +625.3% | +398.9% |
| All | +14,847.0% | +7,695.2% | +7,151.7% | +1,986.3% |
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