+145.1%
MS vs TTMI
+804.2%
-659.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.6% | -1.7% |
| 7D | +1.4% | +5.9% | -4.5% | 0.0% |
| 30D | -0.3% | -4.3% | +4.1% | +0.1% |
| 3M | +0.3% | -32.0% | +32.3% | +7.4% |
| 6M | +31.3% | +19.5% | +11.9% | +19.1% |
| YTD | +24.7% | +82.0% | -57.4% | -0.9% |
| 1Y | +47.9% | +172.6% | -124.7% | +1.4% |
| 3Y | +178.3% | +744.7% | -566.3% | +27.8% |
| All | +145.1% | +804.2% | -659.2% | +6.2% |
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