-19.3%
MP vs TTMI
+432.3%
-451.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.0% | +3.1% |
| 7D | +11.0% | +22.6% | -11.6% | +2.7% |
| 30D | -11.7% | -34.3% | +22.6% | -0.5% |
| 3M | -30.8% | -44.8% | +14.0% | -17.7% |
| 6M | -42.9% | -53.3% | +10.4% | -29.0% |
| YTD | -25.9% | +10.6% | -36.4% | -37.3% |
| 1Y | -37.3% | +8.2% | -45.5% | -46.9% |
| 3Y | +150.7% | +435.7% | -285.0% | -9.5% |
| 5Y | -19.3% | +434.2% | -453.4% | -74.9% |
| All | -19.3% | +432.3% | -451.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling