+161.7%
TTMI vs MXL
+366.1%
-204.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.5% | -4.2% | +1.0% |
| 7D | +0.7% | +18.9% | -18.2% | -4.8% |
| 30D | -8.4% | +0.3% | -8.8% | -8.9% |
| 3M | -32.5% | -8.0% | -24.4% | -32.1% |
| 6M | +32.5% | +341.2% | -308.8% | -32.9% |
| YTD | +83.2% | +327.8% | -244.6% | -7.8% |
| 1Y | +161.7% | +364.9% | -203.2% | +22.0% |
| All | +161.7% | +366.1% | -204.4% | +22.0% |
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