+41.3%
EXC vs TTMI
+367.4%
-326.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.9% | -8.9% | -2.0% |
| 7D | -1.2% | -19.8% | +18.6% | -1.1% |
| 30D | +10.0% | -48.1% | +58.1% | +10.5% |
| 3M | +1.6% | -51.2% | +52.8% | +2.2% |
| 6M | +3.3% | -59.6% | +62.9% | +4.0% |
| YTD | +7.6% | -3.6% | +11.2% | +4.0% |
| 1Y | +3.5% | -2.3% | +5.8% | -0.3% |
| 3Y | +27.7% | +369.4% | -341.7% | +3.9% |
| All | +41.3% | +367.4% | -326.1% | +8.3% |
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 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