+32.6%
NET vs TTMI
+422.6%
-390.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.1% | +7.5% | +0.2% |
| 7D | -16.4% | -19.2% | +2.8% | -11.3% |
| 30D | -25.8% | -44.9% | +19.0% | -14.3% |
| 3M | -11.5% | -44.7% | +33.2% | +0.9% |
| 6M | +18.9% | -53.4% | +72.3% | +37.1% |
| YTD | +35.2% | +6.3% | +28.9% | +5.8% |
| 1Y | +14.5% | +10.7% | +3.8% | -13.8% |
| 3Y | +313.8% | +401.2% | -87.4% | +39.3% |
| 5Y | +32.6% | +419.0% | -386.4% | -63.0% |
| All | +32.6% | +422.6% | -390.1% | -63.0% |
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