+117.0%
TT vs MXL
+209.6%
-92.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -1.0% |
| 7D | +1.4% | +19.0% | -17.6% | 0.0% |
| 30D | -6.7% | +4.5% | -11.1% | -7.2% |
| 3M | -5.4% | -1.5% | -3.9% | -6.7% |
| 6M | +4.4% | +348.6% | -344.2% | -15.5% |
| YTD | +14.9% | +310.3% | -295.3% | -6.1% |
| 1Y | +9.3% | +344.7% | -335.5% | -12.1% |
| All | +117.0% | +209.6% | -92.5% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling