+361.6%
PSX vs TTMI
+394.2%
-32.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +1.3% |
| 7D | +7.8% | +11.4% | -3.6% | +5.5% |
| 30D | -10.9% | -28.3% | +17.4% | -7.0% |
| 3M | +14.5% | -46.7% | +61.1% | +24.8% |
| 6M | +56.1% | -56.1% | +112.2% | +72.5% |
| YTD | +109.6% | +7.4% | +102.2% | +79.2% |
| 1Y | +95.5% | +17.4% | +78.1% | +61.4% |
| 3Y | +156.2% | +429.1% | -273.0% | +28.8% |
| 5Y | +310.0% | +418.8% | -108.8% | +95.9% |
| All | +361.6% | +394.2% | -32.6% | +107.6% |
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