+578.8%
MS vs TTMI
+476.8%
+102.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.3% | -10.1% | -0.5% |
| 7D | +0.7% | -1.6% | +2.4% | +0.4% |
| 30D | -0.9% | -37.7% | +36.8% | +9.6% |
| 3M | -13.0% | -45.1% | +32.1% | -1.4% |
| 6M | -2.0% | -52.1% | +50.1% | +12.3% |
| YTD | +7.8% | +9.2% | -1.4% | -10.0% |
| 1Y | +17.9% | +12.9% | +4.9% | -4.3% |
| 3Y | +174.8% | +445.5% | -270.7% | +17.6% |
| 5Y | +119.9% | +427.9% | -308.0% | -10.1% |
| 10Y | +578.8% | +449.9% | +129.0% | +154.5% |
| All | +578.8% | +476.8% | +102.0% | +154.5% |
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