+593.1%
MA vs TTMI
+394.2%
+198.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +1.3% | +11.4% | -10.1% | -0.4% |
| 30D | +9.6% | -28.3% | +37.9% | +12.8% |
| 3M | +16.8% | -46.7% | +63.4% | +24.6% |
| 6M | +35.2% | -56.1% | +91.3% | +45.5% |
| YTD | +16.6% | +7.4% | +9.2% | +0.3% |
| 1Y | +19.8% | +17.4% | +2.4% | -0.1% |
| 3Y | +70.7% | +429.1% | -358.4% | -11.9% |
| 5Y | +87.4% | +418.8% | -331.4% | -6.9% |
| All | +593.1% | +394.2% | +198.9% | +222.5% |
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