+899.5%
EQT vs TTMI
+488.7%
+410.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -1.2% | +6.0% | -7.2% | -2.0% |
| 30D | +1.1% | -6.4% | +7.5% | +1.6% |
| 3M | +4.8% | -28.9% | +33.7% | +8.0% |
| 6M | -10.6% | +26.9% | -37.5% | -16.0% |
| YTD | +3.4% | +77.3% | -73.9% | -8.4% |
| 1Y | +8.7% | +147.5% | -138.8% | -9.1% |
| 3Y | +35.0% | +847.6% | -812.7% | -9.0% |
| 5Y | +204.2% | +802.2% | -598.0% | +104.2% |
| 10Y | +52.5% | +1,076.3% | -1,023.9% | -4.2% |
| All | +899.5% | +488.7% | +410.8% | +468.9% |
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