+2,604.9%
LOW vs TTMI
+256.5%
+2,348.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | +1.4% | +11.4% | -10.0% | -0.3% |
| 30D | +21.7% | -28.3% | +50.0% | +25.2% |
| 3M | +5.0% | -46.7% | +51.7% | +12.0% |
| 6M | +4.6% | -56.1% | +60.7% | +12.8% |
| YTD | -3.5% | +7.4% | -10.9% | -11.7% |
| 1Y | +0.5% | +17.4% | -16.9% | -10.0% |
| 3Y | +24.8% | +429.1% | -404.3% | -15.7% |
| 5Y | +6.5% | +418.8% | -412.3% | -29.2% |
| 10Y | +294.6% | +411.2% | -116.7% | +154.2% |
| All | +2,604.9% | +256.5% | +2,348.5% | +1,269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling