+211.9%
B vs TTMI
+1,044.1%
-832.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.1% | +1.6% |
| 7D | +1.0% | +7.5% | -6.4% | 0.0% |
| 30D | +9.5% | -4.5% | +14.0% | +9.7% |
| 3M | +14.3% | -28.5% | +42.9% | +18.1% |
| 6M | -1.9% | +28.4% | -30.2% | -6.7% |
| YTD | +4.1% | +80.1% | -76.0% | -5.8% |
| 1Y | +56.1% | +161.0% | -104.9% | +34.8% |
| 3Y | +202.0% | +862.4% | -660.4% | +119.4% |
| 5Y | +158.8% | +812.9% | -654.1% | +88.0% |
| 10Y | +211.9% | +1,094.7% | -882.8% | +111.6% |
| All | +211.9% | +1,044.1% | -832.2% | +111.6% |
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