+2,124.7%
TT vs MTSI
+1,308.1%
+816.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -7.2% | +2.1% | -9.2% | -8.0% |
| 3M | -3.0% | -29.7% | +26.8% | +2.7% |
| 6M | +1.4% | +12.5% | -11.2% | -2.5% |
| YTD | +15.9% | +57.0% | -41.1% | +4.4% |
| 1Y | +9.4% | +103.9% | -94.5% | -6.6% |
| 3Y | +124.4% | +223.6% | -99.2% | +73.0% |
| 5Y | +138.0% | +321.6% | -183.5% | +72.7% |
| 10Y | +886.4% | +517.7% | +368.7% | +499.0% |
| All | +2,124.7% | +1,308.1% | +816.5% | +1,020.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MTSI 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling