+3,644.4%
FIX vs TTMI
+415.6%
+3,228.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +1.1% |
| 7D | -13.9% | -11.5% | -2.4% | -9.0% |
| 30D | -35.5% | -40.3% | +4.8% | -21.5% |
| 3M | -33.9% | -44.5% | +10.5% | -17.7% |
| 6M | -43.3% | -54.1% | +10.8% | -24.9% |
| YTD | +18.7% | +4.7% | +14.0% | +7.8% |
| 1Y | +13.8% | +3.3% | +10.4% | +3.2% |
| 3Y | +495.0% | +407.2% | +87.7% | +177.5% |
| 5Y | +1,049.0% | +406.5% | +642.5% | +407.2% |
| 10Y | +3,644.4% | +420.4% | +3,224.0% | +1,423.1% |
| All | +3,644.4% | +415.6% | +3,228.9% | +1,423.1% |
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