-63.0%
PINS vs TTMI
+840.7%
-903.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.9% |
| 7D | -5.2% | +12.2% | -17.4% | -7.4% |
| 30D | -14.9% | -5.7% | -9.2% | -14.5% |
| 3M | -8.4% | -27.5% | +19.1% | -4.6% |
| 6M | +0.6% | +47.1% | -46.5% | -16.0% |
| YTD | -22.2% | +87.5% | -109.7% | -41.3% |
| 1Y | -46.9% | +175.2% | -222.1% | -66.3% |
| 3Y | -26.9% | +901.9% | -928.8% | -74.0% |
| 5Y | -63.0% | +843.5% | -906.5% | -87.2% |
| All | -63.0% | +840.7% | -903.7% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling