+43.3%
IR vs TTMI
+840.7%
-797.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.3% |
| 7D | +0.6% | +12.2% | -11.5% | -1.8% |
| 30D | -13.6% | -5.7% | -7.9% | -13.0% |
| 3M | +3.7% | -27.5% | +31.2% | +8.9% |
| 6M | -13.1% | +47.1% | -60.2% | -24.8% |
| YTD | -5.1% | +87.5% | -92.6% | -24.4% |
| 1Y | -6.5% | +175.2% | -181.7% | -34.9% |
| 3Y | +8.5% | +901.9% | -893.4% | -51.1% |
| 5Y | +43.3% | +843.5% | -800.2% | -37.3% |
| All | +43.3% | +840.7% | -797.4% | -37.3% |
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