+513.2%
MA vs TTMI
+1,044.1%
-530.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | -3.5% | +7.5% | -11.0% | -4.7% |
| 30D | +0.8% | -4.5% | +5.3% | +1.0% |
| 3M | +14.8% | -28.5% | +43.3% | +18.6% |
| 6M | +10.0% | +28.4% | -18.4% | -0.8% |
| YTD | -0.1% | +80.1% | -80.2% | -17.9% |
| 1Y | -2.2% | +161.0% | -163.2% | -28.1% |
| 3Y | +39.3% | +862.4% | -823.2% | -32.0% |
| 5Y | +66.3% | +812.9% | -746.6% | -20.4% |
| 10Y | +513.2% | +1,094.7% | -581.5% | +172.9% |
| All | +513.2% | +1,044.1% | -530.9% | +172.9% |
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