+148.2%
TT vs MXL
+34.9%
+113.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -7.9% | -1.1% |
| 7D | +1.4% | +19.0% | -17.6% | -0.4% |
| 30D | -6.7% | +4.5% | -11.1% | -7.4% |
| 3M | -5.4% | -1.5% | -3.9% | -7.2% |
| 6M | +4.4% | +348.6% | -344.2% | -19.0% |
| YTD | +14.9% | +310.3% | -295.3% | -9.9% |
| 1Y | +9.3% | +344.7% | -335.5% | -16.0% |
| 3Y | +121.7% | +211.2% | -89.4% | +66.8% |
| 5Y | +148.2% | +34.8% | +113.3% | +103.0% |
| All | +148.2% | +34.9% | +113.2% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling