+208.8%
PM vs TTMI
+1,087.8%
-878.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +1.9% | +6.0% | -4.1% | +1.4% |
| 30D | +1.9% | -6.4% | +8.3% | +2.2% |
| 3M | +4.6% | -28.9% | +33.5% | +6.5% |
| 6M | +11.7% | +26.9% | -15.2% | +6.3% |
| YTD | +20.4% | +77.3% | -56.9% | +9.8% |
| 1Y | +19.0% | +147.5% | -128.5% | +3.3% |
| 3Y | +130.4% | +847.6% | -717.3% | +61.1% |
| 5Y | +131.5% | +802.2% | -670.8% | +58.4% |
| All | +208.8% | +1,087.8% | -878.9% | +95.0% |
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