+81.0%
F vs TTMI
+476.8%
-395.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.3% | -12.6% | -2.2% |
| 7D | -0.6% | -1.6% | +1.0% | -1.1% |
| 30D | +2.9% | -37.7% | +40.6% | +11.1% |
| 3M | -9.5% | -45.1% | +35.6% | -0.4% |
| 6M | +4.0% | -52.1% | +56.1% | +15.4% |
| YTD | -1.3% | +9.2% | -10.4% | -16.7% |
| 1Y | -1.9% | +12.9% | -14.8% | -19.2% |
| 3Y | +53.5% | +445.5% | -392.0% | -29.3% |
| 5Y | -15.1% | +427.9% | -443.0% | -62.1% |
| 10Y | +81.0% | +449.9% | -368.9% | -27.1% |
| All | +81.0% | +476.8% | -395.8% | -27.1% |
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