+77.5%
O vs TTMI
+408.9%
-331.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -0.4% | +22.6% | -23.0% | -2.5% |
| 30D | +8.3% | -34.3% | +42.6% | +11.6% |
| 3M | -4.0% | -44.8% | +40.8% | +0.4% |
| 6M | -2.6% | -53.3% | +50.7% | +2.2% |
| YTD | +9.9% | +10.6% | -0.7% | -0.4% |
| 1Y | +9.8% | +8.2% | +1.6% | -0.8% |
| 3Y | +39.7% | +435.7% | -395.9% | -11.4% |
| 5Y | +9.2% | +434.2% | -425.0% | -33.5% |
| All | +77.5% | +408.9% | -331.4% | +0.2% |
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