+496.2%
EXC vs TTMI
+278.7%
+217.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.8% | -0.4% |
| 7D | -1.4% | +7.2% | -8.6% | -2.0% |
| 30D | +8.3% | -28.7% | +37.0% | +9.8% |
| 3M | +2.6% | -39.8% | +42.4% | +5.0% |
| 6M | +5.2% | -51.7% | +56.9% | +8.5% |
| YTD | +7.5% | +14.1% | -6.5% | +2.6% |
| 1Y | +3.2% | +16.0% | -12.8% | -2.1% |
| 3Y | +29.5% | +452.7% | -423.1% | +5.9% |
| 5Y | +39.7% | +451.5% | -411.9% | +12.8% |
| 10Y | +200.1% | +443.1% | -243.1% | +137.6% |
| All | +496.2% | +278.7% | +217.5% | +321.6% |
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