+69.0%
F vs TTMI
+467.0%
-398.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.0% | -9.2% | -2.1% |
| 7D | -2.1% | +7.2% | -9.4% | -4.2% |
| 30D | +3.3% | -28.7% | +32.0% | +8.1% |
| 3M | -11.3% | -39.8% | +28.5% | -4.6% |
| 6M | +5.3% | -51.7% | +57.0% | +16.8% |
| YTD | -2.2% | +14.1% | -16.3% | -18.3% |
| 1Y | -3.5% | +16.0% | -19.5% | -20.9% |
| 3Y | +49.5% | +452.7% | -403.1% | -31.0% |
| 5Y | -13.5% | +451.5% | -465.0% | -61.7% |
| 10Y | +69.0% | +443.1% | -374.1% | -32.2% |
| All | +69.0% | +467.0% | -398.0% | -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