+197.7%
EXC vs TTMI
+415.6%
-217.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.1% |
| 7D | +0.1% | -11.5% | +11.6% | +0.8% |
| 30D | +9.0% | -40.3% | +49.3% | +12.6% |
| 3M | +3.3% | -44.5% | +47.8% | +7.0% |
| 6M | +5.7% | -54.1% | +59.7% | +10.2% |
| YTD | +7.3% | +4.7% | +2.7% | -0.8% |
| 1Y | +2.9% | +3.3% | -0.4% | -5.4% |
| 3Y | +29.3% | +407.2% | -377.9% | -13.3% |
| 5Y | +40.1% | +406.5% | -366.5% | -9.4% |
| 10Y | +197.7% | +420.4% | -222.7% | +80.4% |
| All | +197.7% | +415.6% | -217.9% | +80.4% |
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