+160.8%
EXC vs TTMI
+1,044.1%
-883.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.2% |
| 7D | +0.3% | +7.5% | -7.2% | -0.4% |
| 30D | -0.9% | -4.5% | +3.6% | -0.7% |
| 3M | -2.7% | -28.5% | +25.9% | -0.5% |
| 6M | -9.4% | +28.4% | -37.7% | -14.3% |
| YTD | +3.0% | +80.1% | -77.0% | -7.5% |
| 1Y | +5.1% | +161.0% | -155.9% | -11.5% |
| 3Y | +20.6% | +862.4% | -841.8% | -22.1% |
| 5Y | +45.7% | +812.9% | -767.2% | -7.8% |
| 10Y | +160.8% | +1,094.7% | -933.9% | +48.6% |
| All | +160.8% | +1,044.1% | -883.3% | +48.6% |
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