+847.8%
MU vs TTMI
+364.5%
+483.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.9% | -1.8% | +1.6% |
| 7D | -22.0% | -19.8% | -2.2% | -12.5% |
| 30D | -36.6% | -48.1% | +11.5% | -14.4% |
| 3M | -21.7% | -51.2% | +29.5% | +7.8% |
| 6M | +3.5% | -59.6% | +63.1% | +58.2% |
| YTD | +141.9% | -3.6% | +145.5% | +131.2% |
| 1Y | +189.8% | -2.3% | +192.2% | +173.0% |
| 3Y | +855.4% | +369.4% | +486.0% | +317.8% |
| All | +847.8% | +364.5% | +483.4% | +280.5% |
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 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