+3,800.0%
FIX vs TTMI
+476.8%
+3,323.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +13.3% | -3.9% | +3.7% |
| 7D | -7.2% | -1.6% | -5.6% | -6.1% |
| 30D | -35.1% | -37.7% | +2.6% | -22.4% |
| 3M | -34.3% | -45.1% | +10.8% | -17.8% |
| 6M | -42.9% | -52.1% | +9.2% | -25.7% |
| YTD | +19.5% | +9.2% | +10.3% | +6.6% |
| 1Y | +16.8% | +12.9% | +3.9% | +2.0% |
| 3Y | +506.7% | +445.5% | +61.2% | +174.7% |
| 5Y | +1,046.7% | +427.9% | +618.8% | +397.2% |
| 10Y | +3,800.0% | +449.9% | +3,350.1% | +1,453.5% |
| All | +3,800.0% | +476.8% | +3,323.2% | +1,453.5% |
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