+46.2%
EXC vs TTMI
+840.7%
-794.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.7% |
| 7D | +1.2% | +12.2% | -10.9% | +1.0% |
| 30D | -2.7% | -5.7% | +3.0% | -2.7% |
| 3M | -1.0% | -27.5% | +26.5% | -0.4% |
| 6M | -9.3% | +47.1% | -56.4% | -11.5% |
| YTD | +3.6% | +87.5% | -83.8% | -0.3% |
| 1Y | +5.9% | +175.2% | -169.3% | -0.8% |
| 3Y | +21.3% | +901.9% | -880.6% | -3.1% |
| 5Y | +46.2% | +843.5% | -797.3% | +16.4% |
| All | +46.2% | +840.7% | -794.6% | +16.4% |
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 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