+99.6%
DE vs TTMI
+830.4%
-730.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.8% |
| 7D | -2.6% | +0.7% | -3.2% | -2.7% |
| 30D | +9.0% | -8.4% | +17.5% | +10.1% |
| 3M | +19.1% | -32.5% | +51.6% | +24.8% |
| 6M | +14.4% | +32.5% | -18.1% | +5.5% |
| YTD | +45.9% | +83.2% | -37.3% | +25.5% |
| 1Y | +43.6% | +161.7% | -118.1% | +12.8% |
| 3Y | +75.9% | +890.1% | -814.2% | -2.6% |
| All | +99.6% | +830.4% | -730.8% | +7.5% |
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 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