+621.3%
TTMI vs MGY
+210.4%
+410.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.7% | +3.5% | -2.9% | -0.2% |
| 30D | -8.4% | +5.3% | -13.7% | -9.8% |
| 3M | -32.5% | +2.6% | -35.1% | -33.4% |
| 6M | +32.5% | -3.3% | +35.8% | +31.8% |
| YTD | +83.2% | +29.2% | +54.0% | +68.0% |
| 1Y | +161.7% | +18.0% | +143.6% | +145.5% |
| 3Y | +890.1% | +30.0% | +860.1% | +795.7% |
| 5Y | +832.4% | +92.7% | +739.8% | +640.5% |
| All | +621.3% | +210.4% | +410.9% | +377.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling