+707.7%
BE vs TTMI
+333.7%
+374.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -1.6% |
| 7D | +20.5% | +22.6% | -2.1% | +5.7% |
| 30D | -23.4% | -34.3% | +10.9% | -2.2% |
| 3M | -14.9% | -44.8% | +29.9% | +20.7% |
| 6M | -28.1% | -53.3% | +25.2% | +15.3% |
| YTD | +132.4% | +10.6% | +121.8% | +100.1% |
| 1Y | +59.4% | +8.2% | +51.2% | +42.0% |
| 3Y | +1,815.8% | +435.7% | +1,380.2% | +461.6% |
| 5Y | +491.3% | +434.2% | +57.1% | +62.1% |
| All | +707.7% | +333.7% | +374.1% | +89.8% |
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