+105.9%
C vs TTMI
+364.5%
-258.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -0.8% |
| 7D | -2.4% | -19.8% | +17.4% | +1.3% |
| 30D | -6.0% | -48.1% | +42.1% | +4.7% |
| 3M | -10.5% | -51.2% | +40.7% | +0.2% |
| 6M | -5.7% | -59.6% | +53.9% | +7.6% |
| YTD | +4.1% | -3.6% | +7.7% | -7.9% |
| 1Y | +20.5% | -2.3% | +22.8% | +4.9% |
| 3Y | +208.1% | +369.4% | -161.3% | +57.9% |
| All | +105.9% | +364.5% | -258.5% | -4.4% |
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