+153.8%
B vs TTMI
+840.7%
-687.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.4% | -2.0% |
| 7D | +2.3% | +12.2% | -9.8% | +0.3% |
| 30D | +1.4% | -5.7% | +7.1% | +2.0% |
| 3M | +12.2% | -27.5% | +39.7% | +16.7% |
| 6M | -2.1% | +47.1% | -49.3% | -10.9% |
| YTD | +2.9% | +87.5% | -84.5% | -11.0% |
| 1Y | +55.3% | +175.2% | -119.9% | +25.1% |
| 3Y | +198.7% | +901.9% | -703.2% | +81.2% |
| 5Y | +153.8% | +843.5% | -689.7% | +51.0% |
| All | +153.8% | +840.7% | -687.0% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling