+13,824.2%
MA vs TTMI
+746.9%
+13,077.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -3.0% |
| 7D | -2.7% | +5.9% | -8.6% | -4.0% |
| 30D | +1.5% | -4.3% | +5.8% | +1.8% |
| 3M | +20.4% | -32.0% | +52.5% | +26.9% |
| 6M | +11.1% | +19.5% | -8.3% | -0.3% |
| YTD | +2.0% | +82.0% | -80.1% | -19.1% |
| 1Y | -2.2% | +172.6% | -174.8% | -31.6% |
| 3Y | +41.9% | +744.7% | -702.8% | -30.6% |
| 5Y | +75.4% | +805.6% | -730.2% | -18.4% |
| 10Y | +527.5% | +1,057.6% | -530.1% | +154.4% |
| All | +13,824.2% | +746.9% | +13,077.2% | +4,350.0% |
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