+4,407.5%
MU vs TTMI
+394.2%
+4,013.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.0% |
| 7D | +12.8% | +11.4% | +1.4% | +6.5% |
| 30D | -14.9% | -28.3% | +13.4% | -1.4% |
| 3M | -18.0% | -46.7% | +28.6% | +8.8% |
| 6M | -3.1% | -56.1% | +53.0% | +43.5% |
| YTD | +172.9% | +7.4% | +165.5% | +140.7% |
| 1Y | +228.8% | +17.4% | +211.4% | +175.0% |
| 3Y | +950.8% | +429.1% | +521.7% | +285.6% |
| 5Y | +931.3% | +418.8% | +512.5% | +255.1% |
| All | +4,407.5% | +394.2% | +4,013.3% | +1,403.5% |
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