+736.3%
TT vs MXL
+161.9%
+574.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.7% |
| 7D | +4.0% | +13.4% | -9.4% | +2.1% |
| 30D | -11.3% | -29.2% | +17.9% | -8.0% |
| 3M | -12.3% | -27.2% | +14.9% | -10.3% |
| 6M | -10.8% | -36.4% | +25.6% | -9.8% |
| YTD | +8.2% | +220.0% | -211.9% | -19.7% |
| 1Y | +1.5% | +304.8% | -303.3% | -27.8% |
| 3Y | +91.5% | +238.5% | -147.0% | +27.3% |
| 5Y | +130.2% | -18.8% | +149.0% | +91.5% |
| All | +736.3% | +161.9% | +574.4% | +352.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling