+266.6%
EW vs TTMI
+408.9%
-142.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | +4.9% | +22.6% | -17.7% | +1.8% |
| 30D | +24.1% | -34.3% | +58.4% | +29.6% |
| 3M | +13.7% | -44.8% | +58.5% | +21.1% |
| 6M | +32.7% | -53.3% | +86.0% | +42.4% |
| YTD | +24.1% | +10.6% | +13.6% | +10.6% |
| 1Y | +23.6% | +8.2% | +15.4% | +9.6% |
| 3Y | +64.8% | +435.7% | -370.9% | -2.7% |
| 5Y | -8.8% | +434.2% | -443.0% | -48.1% |
| All | +266.6% | +408.9% | -142.3% | +96.1% |
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