+948.1%
FIX vs TTMI
+364.5%
+583.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.9% | -1.4% | +2.4% |
| 7D | -17.5% | -19.8% | +2.4% | -8.7% |
| 30D | -41.6% | -48.1% | +6.6% | -24.0% |
| 3M | -40.6% | -51.2% | +10.6% | -21.2% |
| 6M | -49.4% | -59.6% | +10.2% | -28.6% |
| YTD | +9.2% | -3.6% | +12.8% | +2.4% |
| 1Y | +6.5% | -2.3% | +8.8% | -1.5% |
| 3Y | +448.7% | +369.4% | +79.4% | +164.9% |
| All | +948.1% | +364.5% | +583.6% | +350.9% |
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