+340.0%
IR vs TTMI
+337.8%
+2.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.2% |
| 7D | +1.5% | -11.5% | +13.1% | +4.0% |
| 30D | +9.0% | -40.3% | +49.3% | +20.7% |
| 3M | -0.9% | -44.5% | +43.6% | +10.6% |
| 6M | +13.4% | -54.1% | +67.5% | +29.0% |
| YTD | +8.5% | +4.7% | +3.8% | -7.0% |
| 1Y | +11.3% | +3.3% | +7.9% | -5.5% |
| 3Y | +26.0% | +407.2% | -381.2% | -40.3% |
| 5Y | +47.9% | +406.5% | -358.7% | -33.2% |
| All | +340.0% | +337.8% | +2.2% | +91.7% |
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 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