+5,178.5%
EW vs TTMI
+504.4%
+4,674.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -0.7% |
| 7D | -0.3% | +5.9% | -6.2% | -0.9% |
| 30D | +1.0% | -4.3% | +5.4% | +1.2% |
| 3M | +2.8% | -32.0% | +34.9% | +5.3% |
| 6M | +5.5% | +19.5% | -14.0% | +1.8% |
| YTD | +5.5% | +82.0% | -76.6% | -2.6% |
| 1Y | +11.0% | +172.6% | -161.6% | -2.0% |
| 3Y | +17.7% | +744.7% | -727.0% | -8.1% |
| 5Y | -25.7% | +805.6% | -831.3% | -43.0% |
| 10Y | +132.8% | +1,057.6% | -924.8% | +72.1% |
| All | +5,178.5% | +504.4% | +4,674.1% | +3,509.5% |
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