+300.4%
PSX vs TTMI
+449.2%
-148.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.0% | -5.8% | +2.3% |
| 7D | -0.4% | +7.2% | -7.6% | -1.2% |
| 30D | -8.1% | -28.7% | +20.6% | -6.0% |
| 3M | +15.9% | -39.8% | +55.7% | +19.9% |
| 6M | +49.4% | -51.7% | +101.1% | +56.0% |
| YTD | +104.7% | +14.1% | +90.6% | +82.5% |
| 1Y | +89.1% | +16.0% | +73.1% | +66.7% |
| 3Y | +151.7% | +452.7% | -300.9% | +54.3% |
| All | +300.4% | +449.2% | -148.8% | +120.5% |
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