+47.1%
EQT vs TTMI
+1,127.6%
-1,080.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | 0.0% | -8.4% | +8.5% | +1.2% |
| 3M | +5.9% | -32.5% | +38.4% | +11.8% |
| 6M | -14.8% | +32.5% | -47.3% | -23.6% |
| YTD | +1.8% | +83.2% | -81.5% | -16.9% |
| 1Y | +7.4% | +161.7% | -154.3% | -21.3% |
| 3Y | +33.6% | +890.1% | -856.5% | -34.7% |
| 5Y | +199.3% | +832.4% | -633.1% | +44.3% |
| All | +47.1% | +1,127.6% | -1,080.4% | -37.0% |
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