+2,559.2%
TT vs MXL
+249.5%
+2,309.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | 0.0% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | -7.2% | -7.0% | -0.2% | -6.7% |
| 3M | -3.0% | -33.4% | +30.4% | -0.4% |
| 6M | +1.4% | +260.2% | -258.8% | -25.7% |
| YTD | +15.9% | +260.0% | -244.1% | -15.3% |
| 1Y | +9.4% | +303.5% | -294.0% | -22.4% |
| 3Y | +124.4% | +160.4% | -36.1% | +56.5% |
| 5Y | +138.0% | +14.7% | +123.3% | +83.1% |
| 10Y | +886.4% | +215.6% | +670.8% | +454.1% |
| All | +2,559.2% | +249.5% | +2,309.6% | +1,178.5% |
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