+338.3%
B vs TTMI
+504.4%
-166.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.1% | -2.8% |
| 7D | -1.6% | +5.9% | -7.5% | -2.0% |
| 30D | +9.4% | -4.3% | +13.7% | +9.6% |
| 3M | +5.0% | -32.0% | +37.0% | +7.3% |
| 6M | -3.5% | +19.5% | -23.0% | -5.7% |
| YTD | +4.5% | +82.0% | -77.6% | -1.0% |
| 1Y | +67.8% | +172.6% | -104.8% | +54.6% |
| 3Y | +196.7% | +744.7% | -548.0% | +151.5% |
| 5Y | +151.9% | +805.6% | -653.6% | +111.5% |
| 10Y | +202.2% | +1,057.6% | -855.4% | +145.2% |
| All | +338.3% | +504.4% | -166.1% | +236.2% |
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