+240.0%
GM vs TTMI
+854.3%
-614.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.2% |
| 7D | -1.1% | +6.0% | -7.1% | -2.6% |
| 30D | -3.4% | -6.4% | +3.0% | -2.6% |
| 3M | +8.7% | -28.9% | +37.6% | +15.0% |
| 6M | +15.4% | +26.9% | -11.4% | +2.3% |
| YTD | +6.6% | +77.3% | -70.7% | -15.9% |
| 1Y | +51.5% | +147.5% | -96.0% | +5.8% |
| 3Y | +169.3% | +847.6% | -678.3% | +19.5% |
| 5Y | +81.6% | +802.2% | -720.7% | -20.7% |
| 10Y | +240.7% | +1,076.3% | -835.7% | +30.2% |
| All | +240.0% | +854.3% | -614.3% | +26.2% |
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