+4,325.9%
MU vs TTMI
+437.7%
+3,888.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.3% | -7.0% | -0.7% |
| 7D | -12.0% | -1.6% | -10.4% | -11.1% |
| 30D | -28.7% | -37.7% | +9.0% | -11.8% |
| 3M | -16.4% | -45.1% | +28.7% | +9.0% |
| 6M | -1.8% | -52.1% | +50.3% | +39.1% |
| YTD | +157.1% | +9.2% | +147.9% | +124.4% |
| 1Y | +208.5% | +12.9% | +195.6% | +162.3% |
| 3Y | +906.2% | +445.5% | +460.7% | +262.8% |
| 5Y | +893.4% | +427.9% | +465.5% | +238.3% |
| All | +4,325.9% | +437.7% | +3,888.2% | +1,342.2% |
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 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