+980.0%
MCHP vs TTMI
+497.9%
+482.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.6% |
| 7D | +0.3% | +7.5% | -7.1% | -1.7% |
| 30D | -9.8% | -4.5% | -5.3% | -9.2% |
| 3M | -19.7% | -28.5% | +8.8% | -13.0% |
| 6M | +13.6% | +28.4% | -14.8% | +3.6% |
| YTD | +16.5% | +80.1% | -63.5% | -4.9% |
| 1Y | +15.7% | +161.0% | -145.3% | -16.0% |
| 3Y | 0.0% | +862.4% | -862.5% | -49.6% |
| 5Y | +4.4% | +812.9% | -808.5% | -47.2% |
| 10Y | +201.4% | +1,094.7% | -893.3% | +39.5% |
| All | +980.0% | +497.9% | +482.1% | +233.1% |
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