+376.3%
PSX vs TTMI
+1,087.8%
-711.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.6% |
| 7D | +1.5% | +6.0% | -4.5% | +0.3% |
| 30D | +15.8% | -6.4% | +22.3% | +16.7% |
| 3M | +43.0% | -28.9% | +71.9% | +49.2% |
| 6M | +61.1% | +26.9% | +34.2% | +44.4% |
| YTD | +104.5% | +77.3% | +27.2% | +64.7% |
| 1Y | +102.5% | +147.5% | -45.0% | +45.7% |
| 3Y | +133.5% | +847.6% | -714.2% | +9.7% |
| 5Y | +367.0% | +802.2% | -435.3% | +111.4% |
| All | +376.3% | +1,087.8% | -711.4% | +94.1% |
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 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