+368.5%
PSX vs TTMI
+806.9%
-438.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.6% | +1.0% |
| 7D | +1.8% | +7.5% | -5.7% | +1.0% |
| 30D | +21.6% | -4.5% | +26.1% | +21.9% |
| 3M | +46.5% | -28.5% | +75.0% | +50.1% |
| 6M | +62.0% | +28.4% | +33.6% | +50.8% |
| YTD | +106.3% | +80.1% | +26.2% | +78.1% |
| 1Y | +103.0% | +161.0% | -58.1% | +59.5% |
| 3Y | +135.5% | +862.4% | -726.9% | +35.9% |
| 5Y | +368.5% | +812.9% | -444.4% | +160.7% |
| All | +368.5% | +806.9% | -438.4% | +160.7% |
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