+297.3%
B vs TTMI
+220.0%
+77.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.3% | +0.1% |
| 7D | +9.6% | -19.8% | +29.4% | +11.0% |
| 30D | +3.5% | -48.1% | +51.6% | +7.8% |
| 3M | -1.6% | -51.2% | +49.6% | +2.7% |
| 6M | -1.7% | -59.6% | +57.9% | +3.4% |
| YTD | -5.3% | -3.6% | -1.7% | -6.8% |
| 1Y | +27.2% | -2.3% | +29.6% | +24.9% |
| 3Y | +166.1% | +369.4% | -203.3% | +133.9% |
| 5Y | +136.5% | +365.4% | -228.9% | +106.6% |
| 10Y | +172.2% | +413.2% | -241.0% | +131.9% |
| All | +297.3% | +220.0% | +77.2% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling