+75.8%
GM vs TTMI
+830.4%
-754.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -1.2% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -1.1% | -8.4% | +7.3% | 0.0% |
| 3M | +6.1% | -32.5% | +38.6% | +12.4% |
| 6M | +15.0% | +32.5% | -17.5% | +3.5% |
| YTD | +6.0% | +83.2% | -77.3% | -13.3% |
| 1Y | +47.1% | +161.7% | -114.6% | +6.5% |
| 3Y | +170.5% | +890.1% | -719.6% | +21.4% |
| All | +75.8% | +830.4% | -754.6% | -23.5% |
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 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