+607.1%
MS vs TTMI
+352.8%
+254.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -2.4% |
| 7D | -1.6% | -19.8% | +18.3% | +3.8% |
| 30D | -3.8% | -48.1% | +44.3% | +12.1% |
| 3M | -14.6% | -51.2% | +36.6% | +0.2% |
| 6M | -5.1% | -59.6% | +54.5% | +14.3% |
| YTD | +4.5% | -3.6% | +8.1% | -9.6% |
| 1Y | +13.5% | -2.3% | +15.9% | -3.8% |
| 3Y | +160.4% | +369.4% | -209.0% | +16.3% |
| 5Y | +112.9% | +365.4% | -252.6% | -10.0% |
| All | +607.1% | +352.8% | +254.3% | +170.7% |
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