+227.5%
LOW vs TTMI
+1,127.6%
-900.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -0.5% |
| 7D | -3.7% | +0.7% | -4.4% | -3.9% |
| 30D | -8.9% | -8.4% | -0.4% | -7.8% |
| 3M | -10.4% | -32.5% | +22.0% | -5.5% |
| 6M | -19.4% | +32.5% | -51.9% | -27.7% |
| YTD | -17.1% | +83.2% | -100.4% | -32.1% |
| 1Y | -26.3% | +161.7% | -187.9% | -45.9% |
| 3Y | -9.9% | +890.1% | -900.0% | -56.1% |
| 5Y | +6.1% | +832.4% | -826.3% | -49.3% |
| All | +227.5% | +1,127.6% | -900.1% | +43.4% |
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