+5,993.3%
FIX vs TTMI
+1,093.3%
+4,900.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.1% |
| 7D | +6.1% | +12.2% | -6.1% | +1.0% |
| 30D | -2.7% | -5.7% | +3.1% | -0.7% |
| 3M | -10.9% | -27.5% | +16.5% | +0.1% |
| 6M | +29.0% | +47.1% | -18.1% | +6.2% |
| YTD | +76.9% | +87.5% | -10.6% | +29.9% |
| 1Y | +130.7% | +175.2% | -44.5% | +43.7% |
| 3Y | +790.7% | +901.9% | -111.3% | +230.6% |
| 5Y | +2,185.6% | +843.5% | +1,342.1% | +724.4% |
| 10Y | +5,993.3% | +1,077.0% | +4,916.3% | +1,901.5% |
| All | +5,993.3% | +1,093.3% | +4,900.0% | +1,901.5% |
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