+214.8%
B vs TTMI
+394.2%
-179.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -7.3% | +11.4% | -18.7% | -8.7% |
| 30D | -3.3% | -28.3% | +25.0% | -0.3% |
| 3M | -7.8% | -46.7% | +38.9% | -1.6% |
| 6M | -15.5% | -56.1% | +40.6% | -8.5% |
| YTD | -12.3% | +7.4% | -19.6% | -16.6% |
| 1Y | +5.4% | +17.4% | -12.0% | -1.3% |
| 3Y | +165.5% | +429.1% | -263.6% | +102.2% |
| 5Y | +107.0% | +418.8% | -311.7% | +56.3% |
| All | +214.8% | +394.2% | -179.4% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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