+38,674.7%
FIX vs TTMI
+504.4%
+38,170.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.9% | -0.4% |
| 7D | +6.0% | +5.9% | +0.2% | +4.4% |
| 30D | -7.2% | -4.3% | -2.9% | -6.4% |
| 3M | -15.9% | -32.0% | +16.2% | -7.8% |
| 6M | +12.7% | +19.5% | -6.7% | +6.2% |
| YTD | +72.8% | +82.0% | -9.2% | +45.7% |
| 1Y | +122.9% | +172.6% | -49.7% | +69.6% |
| 3Y | +774.3% | +744.7% | +29.7% | +405.2% |
| 5Y | +2,049.5% | +805.6% | +1,243.9% | +1,093.4% |
| 10Y | +5,821.5% | +1,057.6% | +4,763.9% | +2,897.5% |
| All | +38,674.7% | +504.4% | +38,170.3% | +15,526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling