+3,601.2%
FIX vs TTMI
+408.9%
+3,192.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.6% |
| 7D | +16.9% | +22.6% | -5.7% | +7.0% |
| 30D | -30.6% | -34.3% | +3.6% | -18.9% |
| 3M | -35.1% | -44.8% | +9.7% | -19.0% |
| 6M | -44.0% | -53.3% | +9.3% | -26.4% |
| YTD | +21.0% | +10.6% | +10.5% | +7.3% |
| 1Y | +16.2% | +8.2% | +8.0% | +3.2% |
| 3Y | +506.9% | +435.7% | +71.2% | +176.4% |
| 5Y | +1,051.1% | +434.2% | +616.9% | +396.4% |
| All | +3,601.2% | +408.9% | +3,192.3% | +1,381.5% |
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