+495.2%
EXC vs TTMI
+247.6%
+247.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | 0.0% |
| 7D | +0.1% | -11.5% | +11.6% | +0.7% |
| 30D | +9.0% | -40.3% | +49.3% | +12.0% |
| 3M | +3.3% | -44.5% | +47.8% | +6.3% |
| 6M | +5.7% | -54.1% | +59.7% | +9.3% |
| YTD | +7.3% | +4.7% | +2.7% | +3.0% |
| 1Y | +2.9% | +3.3% | -0.4% | -1.5% |
| 3Y | +29.3% | +407.2% | -377.9% | +6.3% |
| 5Y | +40.1% | +406.5% | -366.5% | +13.8% |
| 10Y | +197.7% | +420.4% | -222.7% | +136.5% |
| All | +495.2% | +247.6% | +247.6% | +323.4% |
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 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