+2,181.1%
O vs TTMI
+504.4%
+1,676.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -1.9% |
| 7D | -0.7% | +5.9% | -6.6% | -1.5% |
| 30D | -1.9% | -4.3% | +2.4% | -1.7% |
| 3M | +3.8% | -32.0% | +35.9% | +7.3% |
| 6M | -4.7% | +19.5% | -24.2% | -9.9% |
| YTD | +12.5% | +82.0% | -69.6% | -0.4% |
| 1Y | +10.8% | +172.6% | -161.8% | -8.2% |
| 3Y | +28.8% | +744.7% | -715.9% | -11.9% |
| 5Y | +13.2% | +805.6% | -792.4% | -24.9% |
| 10Y | +53.5% | +1,057.6% | -1,004.1% | -5.2% |
| All | +2,181.1% | +504.4% | +1,676.8% | +1,089.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling