+514.0%
NOW vs TTMI
+394.2%
+119.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | +0.3% | +11.4% | -11.1% | -1.6% |
| 30D | -27.0% | -28.3% | +1.3% | -24.1% |
| 3M | -19.6% | -46.7% | +27.0% | -13.4% |
| 6M | +17.5% | -56.1% | +73.6% | +27.1% |
| YTD | -33.3% | +7.4% | -40.6% | -46.0% |
| 1Y | -39.8% | +17.4% | -57.2% | -53.2% |
| 3Y | -19.9% | +429.1% | -449.1% | -64.7% |
| 5Y | -26.1% | +418.8% | -444.8% | -68.4% |
| All | +514.0% | +394.2% | +119.8% | +144.9% |
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