+208.8%
C vs TTMI
+415.6%
-206.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +1.4% |
| 7D | -0.4% | -11.5% | +11.2% | +2.3% |
| 30D | -5.2% | -40.3% | +35.1% | +5.8% |
| 3M | -9.1% | -44.5% | +35.4% | +2.3% |
| 6M | -1.6% | -54.1% | +52.5% | +13.5% |
| YTD | +6.9% | +4.7% | +2.3% | -11.0% |
| 1Y | +23.0% | +3.3% | +19.6% | +1.1% |
| 3Y | +216.1% | +407.2% | -191.1% | +32.5% |
| 5Y | +112.2% | +406.5% | -294.3% | -16.5% |
| 10Y | +208.8% | +420.4% | -211.6% | +12.2% |
| All | +208.8% | +415.6% | -206.8% | +12.2% |
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 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