+1,112.1%
PSX vs TTMI
+1,080.5%
+31.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.7% | -1.4% |
| 7D | +4.5% | +5.9% | -1.3% | +3.4% |
| 30D | +26.6% | -4.3% | +30.9% | +26.9% |
| 3M | +39.3% | -32.0% | +71.3% | +46.2% |
| 6M | +56.8% | +19.5% | +37.4% | +43.3% |
| YTD | +101.8% | +82.0% | +19.8% | +64.9% |
| 1Y | +99.6% | +172.6% | -73.0% | +45.2% |
| 3Y | +140.3% | +744.7% | -604.3% | +27.6% |
| 5Y | +339.3% | +805.6% | -466.2% | +121.2% |
| 10Y | +369.9% | +1,057.6% | -687.7% | +115.6% |
| All | +1,112.1% | +1,080.5% | +31.6% | +374.9% |
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