+53.9%
F vs TTMI
+804.2%
-750.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.4% | -0.2% |
| 7D | +5.3% | +5.9% | -0.5% | +4.2% |
| 30D | +4.6% | -4.3% | +8.9% | +4.9% |
| 3M | -3.7% | -32.0% | +28.4% | +2.2% |
| 6M | +16.8% | +19.5% | -2.6% | +7.2% |
| YTD | +15.3% | +82.0% | -66.7% | -6.3% |
| 1Y | +31.0% | +172.6% | -141.6% | -7.2% |
| 3Y | +45.4% | +744.7% | -699.2% | -32.7% |
| All | +53.9% | +804.2% | -750.3% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling