+821.1%
PM vs TTMI
+640.7%
+180.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +13.3% | -15.7% | -3.6% |
| 7D | -7.3% | -1.6% | -5.7% | -7.4% |
| 30D | -4.0% | -37.7% | +33.7% | -0.9% |
| 3M | +2.7% | -45.1% | +47.8% | +6.8% |
| 6M | +14.9% | -52.1% | +67.0% | +19.4% |
| YTD | +23.5% | +9.2% | +14.4% | +15.2% |
| 1Y | +30.4% | +12.9% | +17.5% | +20.3% |
| 3Y | +143.2% | +445.5% | -302.3% | +78.1% |
| 5Y | +159.5% | +427.9% | -268.4% | +86.4% |
| 10Y | +234.7% | +449.9% | -215.2% | +129.5% |
| All | +821.1% | +640.7% | +180.3% | +446.3% |
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