+67.3%
F vs TTMI
+394.2%
-326.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | -3.1% | +11.4% | -14.5% | -5.6% |
| 30D | 0.0% | -28.3% | +28.3% | +4.6% |
| 3M | -13.2% | -46.7% | +33.4% | -3.9% |
| 6M | -10.2% | -56.1% | +45.9% | +1.7% |
| YTD | -4.9% | +7.4% | -12.3% | -19.6% |
| 1Y | -6.1% | +17.4% | -23.5% | -23.6% |
| 3Y | +46.0% | +429.1% | -383.2% | -32.2% |
| 5Y | -15.7% | +418.8% | -434.5% | -62.3% |
| All | +67.3% | +394.2% | -326.9% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling