+6,112.1%
EW vs TTMI
+267.1%
+5,845.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | +4.9% | +22.6% | -17.7% | +3.0% |
| 30D | +24.1% | -34.3% | +58.4% | +27.4% |
| 3M | +13.7% | -44.8% | +58.5% | +18.0% |
| 6M | +32.7% | -53.3% | +86.0% | +38.4% |
| YTD | +24.1% | +10.6% | +13.6% | +18.2% |
| 1Y | +23.6% | +8.2% | +15.4% | +17.5% |
| 3Y | +64.8% | +435.7% | -370.9% | +32.3% |
| 5Y | -8.8% | +434.2% | -443.0% | -27.5% |
| 10Y | +248.8% | +426.4% | -177.7% | +171.7% |
| All | +6,112.1% | +267.1% | +5,845.0% | +4,281.3% |
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