-29.4%
EW vs TTMI
+840.7%
-870.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -3.9% |
| 7D | -4.4% | +12.2% | -16.6% | -5.7% |
| 30D | -3.3% | -5.7% | +2.4% | -3.0% |
| 3M | +1.0% | -27.5% | +28.5% | +3.6% |
| 6M | +6.2% | +47.1% | -40.9% | -2.5% |
| YTD | +1.7% | +87.5% | -85.7% | -10.6% |
| 1Y | +8.1% | +175.2% | -167.1% | -11.9% |
| 3Y | +17.1% | +901.9% | -884.9% | -29.0% |
| 5Y | -29.4% | +843.5% | -872.8% | -59.0% |
| All | -29.4% | +840.7% | -870.1% | -59.0% |
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 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