+159.5%
PM vs TTMI
+429.4%
-269.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +13.3% | -15.7% | -2.3% |
| 7D | -7.3% | -1.6% | -5.7% | -7.3% |
| 30D | -4.0% | -37.7% | +33.7% | -4.1% |
| 3M | +2.7% | -45.1% | +47.8% | +2.7% |
| 6M | +14.9% | -52.1% | +67.0% | +14.8% |
| YTD | +23.5% | +9.2% | +14.4% | +19.2% |
| 1Y | +30.4% | +12.9% | +17.5% | +25.3% |
| 3Y | +143.2% | +445.5% | -302.3% | +105.4% |
| 5Y | +159.5% | +427.9% | -268.4% | +109.2% |
| All | +159.5% | +429.4% | -269.9% | +109.2% |
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