+131.6%
C vs TTMI
+840.7%
-709.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.4% |
| 7D | +3.2% | +12.2% | -9.0% | +0.5% |
| 30D | +1.3% | -5.7% | +7.0% | +2.1% |
| 3M | +3.1% | -27.5% | +30.6% | +8.4% |
| 6M | +29.6% | +47.1% | -17.5% | +11.9% |
| YTD | +19.0% | +87.5% | -68.5% | -5.3% |
| 1Y | +45.6% | +175.2% | -129.6% | +1.1% |
| 3Y | +269.3% | +901.9% | -632.7% | +66.1% |
| 5Y | +131.6% | +843.5% | -711.9% | +3.4% |
| All | +131.6% | +840.7% | -709.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling