+506.3%
NOW vs TTMI
+415.6%
+90.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.4% |
| 7D | -8.7% | -11.5% | +2.8% | -7.3% |
| 30D | -29.3% | -40.3% | +11.0% | -24.5% |
| 3M | -21.8% | -44.5% | +22.6% | -16.4% |
| 6M | +9.2% | -54.1% | +63.3% | +16.8% |
| YTD | -35.0% | +4.7% | -39.7% | -47.1% |
| 1Y | -42.5% | +3.3% | -45.9% | -53.8% |
| 3Y | -21.5% | +407.2% | -428.8% | -65.0% |
| 5Y | -25.8% | +406.5% | -432.3% | -68.2% |
| 10Y | +506.3% | +420.4% | +86.0% | +145.2% |
| All | +506.3% | +415.6% | +90.8% | +145.2% |
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