+172.6%
TTMI vs MXL
+316.6%
-144.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.5% | +3.3% | +7.1% |
| 7D | +5.9% | +1.6% | +4.2% | +5.4% |
| 30D | -4.3% | -7.0% | +2.7% | -2.3% |
| 3M | -32.0% | -33.4% | +1.4% | -25.3% |
| 6M | +19.5% | +260.2% | -240.7% | -34.5% |
| YTD | +82.0% | +260.0% | -177.9% | -2.4% |
| 1Y | +172.6% | +303.5% | -130.8% | +33.8% |
| All | +172.6% | +316.6% | -144.0% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling