+138.0%
B vs TTMI
+364.5%
-226.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.3% | -0.5% |
| 7D | +9.6% | -19.8% | +29.4% | +12.7% |
| 30D | +3.5% | -48.1% | +51.6% | +13.2% |
| 3M | -1.6% | -51.2% | +49.6% | +8.2% |
| 6M | -1.7% | -59.6% | +57.9% | +9.9% |
| YTD | -5.3% | -3.6% | -1.7% | -10.5% |
| 1Y | +27.2% | -2.3% | +29.6% | +19.2% |
| 3Y | +166.1% | +369.4% | -203.3% | +80.8% |
| All | +138.0% | +364.5% | -226.5% | +53.1% |
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 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