+172.6%
TTMI vs MGY
+15.5%
+157.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.4% | +8.8% |
| 7D | +5.9% | +2.1% | +3.8% | +5.9% |
| 30D | -4.3% | +13.8% | -18.1% | -4.4% |
| 3M | -32.0% | -4.3% | -27.8% | -31.4% |
| 6M | +19.5% | -5.1% | +24.5% | +17.9% |
| YTD | +82.0% | +24.8% | +57.2% | +66.1% |
| 1Y | +172.6% | +11.8% | +160.8% | +157.4% |
| All | +172.6% | +15.5% | +157.1% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling