+433.8%
MAR vs TTMI
+1,127.6%
-693.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +1.0% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -5.4% | -8.4% | +3.0% | -4.1% |
| 3M | -15.5% | -32.5% | +17.0% | -9.8% |
| 6M | +3.0% | +32.5% | -29.5% | -9.4% |
| YTD | +8.5% | +83.2% | -74.7% | -14.8% |
| 1Y | +26.0% | +161.7% | -135.7% | -13.6% |
| 3Y | +68.6% | +890.1% | -821.5% | -27.5% |
| 5Y | +157.4% | +832.4% | -675.1% | +8.0% |
| All | +433.8% | +1,127.6% | -693.7% | +111.0% |
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 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