+3,791.0%
COST vs TTMI
+497.9%
+3,293.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | -2.8% | +7.5% | -10.3% | -3.5% |
| 30D | -5.3% | -4.5% | -0.8% | -5.1% |
| 3M | -6.7% | -28.5% | +21.9% | -4.7% |
| 6M | -9.9% | +28.4% | -38.3% | -14.4% |
| YTD | +5.1% | +80.1% | -74.9% | -4.5% |
| 1Y | -7.3% | +161.0% | -168.3% | -20.0% |
| 3Y | +70.4% | +862.4% | -792.0% | +24.2% |
| 5Y | +104.4% | +812.9% | -708.5% | +47.9% |
| 10Y | +609.0% | +1,094.7% | -485.7% | +381.8% |
| All | +3,791.0% | +497.9% | +3,293.1% | +2,104.5% |
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