+2,381.6%
TT vs MXL
+210.8%
+2,170.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.6% |
| 7D | +4.0% | +13.4% | -9.4% | +2.0% |
| 30D | -11.3% | -29.2% | +17.9% | -7.7% |
| 3M | -12.3% | -27.2% | +14.9% | -10.2% |
| 6M | -10.8% | -36.4% | +25.6% | -9.8% |
| YTD | +8.2% | +220.0% | -211.9% | -21.1% |
| 1Y | +1.5% | +304.8% | -303.3% | -29.1% |
| 3Y | +91.5% | +238.5% | -147.0% | +25.2% |
| 5Y | +130.2% | -18.8% | +149.0% | +85.8% |
| 10Y | +727.9% | +163.1% | +564.8% | +371.1% |
| All | +2,381.6% | +210.8% | +2,170.8% | +1,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling