+277.0%
IR vs TTMI
+653.0%
-376.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.0% |
| 7D | -1.9% | +7.5% | -9.4% | -3.8% |
| 30D | -15.0% | -4.5% | -10.6% | -14.6% |
| 3M | -0.4% | -28.5% | +28.1% | +5.8% |
| 6M | -15.0% | +28.4% | -43.4% | -25.5% |
| YTD | -7.1% | +80.1% | -87.1% | -28.2% |
| 1Y | -7.5% | +161.0% | -168.6% | -38.2% |
| 3Y | +6.3% | +862.4% | -856.1% | -56.3% |
| 5Y | +37.3% | +812.9% | -775.6% | -45.1% |
| All | +277.0% | +653.0% | -376.0% | +48.0% |
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