+15,808.0%
MA vs TTMI
+430.7%
+15,377.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.0% | -8.7% | -1.5% |
| 7D | -1.8% | +7.2% | -9.0% | -3.7% |
| 30D | +11.0% | -28.7% | +39.7% | +15.7% |
| 3M | +17.9% | -39.8% | +57.7% | +25.7% |
| 6M | +33.2% | -51.7% | +84.9% | +44.4% |
| YTD | +16.5% | +14.1% | +2.4% | -1.6% |
| 1Y | +19.1% | +16.0% | +3.1% | -1.1% |
| 3Y | +70.6% | +452.7% | -382.1% | -11.7% |
| 5Y | +92.1% | +451.5% | -359.4% | -4.0% |
| 10Y | +569.6% | +443.1% | +126.4% | +214.3% |
| All | +15,808.0% | +430.7% | +15,377.3% | +5,312.9% |
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 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