+7.4%
TT vs MXL
+366.1%
-358.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.2% |
| 7D | -1.2% | +18.9% | -20.1% | -2.1% |
| 30D | -7.3% | +0.3% | -7.6% | -7.5% |
| 3M | -3.6% | -8.0% | +4.4% | -3.9% |
| 6M | +2.8% | +341.2% | -338.4% | -15.9% |
| YTD | +14.5% | +327.8% | -313.3% | -5.9% |
| 1Y | +7.4% | +364.9% | -357.5% | -13.7% |
| All | +7.4% | +366.1% | -358.6% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling