+470.5%
EXC vs TTMI
+504.4%
-33.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.7% |
| 7D | +0.3% | +5.9% | -5.6% | -0.2% |
| 30D | -3.7% | -4.3% | +0.6% | -3.6% |
| 3M | -1.3% | -32.0% | +30.8% | +0.7% |
| 6M | -9.7% | +19.5% | -29.2% | -12.5% |
| YTD | +2.9% | +82.0% | -79.1% | -4.0% |
| 1Y | +4.4% | +172.6% | -168.2% | -6.3% |
| 3Y | +22.2% | +744.7% | -722.4% | -2.1% |
| 5Y | +46.7% | +805.6% | -758.8% | +15.6% |
| 10Y | +155.3% | +1,057.6% | -902.3% | +93.7% |
| All | +470.5% | +504.4% | -33.9% | +294.6% |
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 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