+336.0%
IR vs TTMI
+349.0%
-13.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +2.5% | +11.4% | -8.9% | -0.4% |
| 30D | +9.2% | -28.3% | +37.5% | +15.7% |
| 3M | +0.9% | -46.7% | +47.6% | +13.8% |
| 6M | +19.2% | -56.1% | +75.4% | +37.4% |
| YTD | +7.5% | +7.4% | +0.1% | -8.5% |
| 1Y | +11.7% | +17.4% | -5.7% | -8.7% |
| 3Y | +23.9% | +429.1% | -405.2% | -42.1% |
| 5Y | +46.4% | +418.8% | -372.4% | -34.3% |
| All | +336.0% | +349.0% | -13.0% | +88.5% |
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 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