+890.1%
TTMI vs MGY
+25.2%
+865.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.7% | +3.5% | -2.9% | -0.4% |
| 30D | -8.4% | +5.3% | -13.7% | -10.1% |
| 3M | -32.5% | +2.6% | -35.1% | -33.4% |
| 6M | +32.5% | -3.3% | +35.8% | +31.5% |
| YTD | +83.2% | +29.2% | +54.0% | +59.3% |
| 1Y | +161.7% | +18.0% | +143.6% | +136.2% |
| 3Y | +890.1% | +30.0% | +860.1% | +713.4% |
| All | +890.1% | +25.2% | +865.0% | +713.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling