+139.2%
TT vs MXL
-10.3%
+149.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.4% | -10.4% | -0.2% |
| 7D | +3.5% | +5.5% | -2.0% | +2.5% |
| 30D | -11.0% | -32.6% | +21.6% | -8.1% |
| 3M | -12.0% | -13.1% | +1.1% | -12.1% |
| 6M | -10.4% | -41.4% | +31.0% | -8.8% |
| YTD | +9.9% | +243.9% | -234.0% | -13.3% |
| 1Y | +1.5% | +305.1% | -303.6% | -21.9% |
| 3Y | +93.7% | +260.1% | -166.3% | +40.0% |
| 5Y | +139.2% | -12.1% | +151.3% | +110.8% |
| All | +139.2% | -10.3% | +149.5% | +110.8% |
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