+934.0%
BE vs TTMI
+595.5%
+338.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.0% |
| 7D | +9.7% | +6.0% | +3.7% | +5.7% |
| 30D | +22.4% | -6.4% | +28.8% | +27.5% |
| 3M | +10.4% | -28.9% | +39.3% | +40.1% |
| 6M | +67.9% | +26.9% | +41.0% | +39.6% |
| YTD | +197.5% | +77.3% | +120.2% | +94.7% |
| 1Y | +310.6% | +147.5% | +163.1% | +123.1% |
| 3Y | +1,657.2% | +847.6% | +809.6% | +261.1% |
| 5Y | +1,218.2% | +802.2% | +415.9% | +163.9% |
| All | +934.0% | +595.5% | +338.5% | +84.6% |
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