+50.7%
O vs TTMI
+1,127.6%
-1,076.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.5% |
| 7D | -2.9% | +0.7% | -3.5% | -2.9% |
| 30D | -4.5% | -8.4% | +3.9% | -3.9% |
| 3M | -2.6% | -32.5% | +29.8% | +0.6% |
| 6M | -5.6% | +32.5% | -38.1% | -11.9% |
| YTD | +9.3% | +83.2% | -74.0% | -3.7% |
| 1Y | +4.3% | +161.7% | -157.4% | -14.2% |
| 3Y | +27.4% | +890.1% | -862.7% | -21.4% |
| 5Y | +17.1% | +832.4% | -815.4% | -29.4% |
| All | +50.7% | +1,127.6% | -1,076.8% | -12.8% |
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