+858.0%
TTMI vs MCO
+40.3%
+817.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +6.0% | -7.3% | +13.3% | +7.7% |
| 30D | -6.4% | -1.7% | -4.7% | -6.4% |
| 3M | -28.9% | +3.9% | -32.8% | -31.2% |
| 6M | +26.9% | +3.8% | +23.1% | +22.0% |
| YTD | +77.3% | -7.9% | +85.2% | +79.4% |
| 1Y | +147.5% | -6.8% | +154.4% | +145.6% |
| All | +858.0% | +40.3% | +817.7% | +560.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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