+1,220.4%
TTMI vs MXL
+298.4%
+922.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.5% | -11.5% | -6.1% |
| 7D | +7.5% | +19.0% | -11.5% | +2.2% |
| 30D | -4.5% | +4.5% | -9.0% | -6.0% |
| 3M | -28.5% | -1.5% | -27.0% | -29.6% |
| 6M | +28.4% | +348.6% | -320.3% | -23.5% |
| YTD | +80.1% | +310.3% | -230.2% | +9.6% |
| 1Y | +161.0% | +344.7% | -183.7% | +54.9% |
| 3Y | +862.4% | +211.2% | +651.2% | +452.1% |
| 5Y | +812.9% | +34.8% | +778.1% | +514.3% |
| 10Y | +1,094.7% | +286.5% | +808.2% | +408.9% |
| All | +1,220.4% | +298.4% | +922.0% | +431.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling