+54.2%
RGTI vs TTMI
+741.8%
-687.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.6% | -1.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.1% |
| 30D | -17.1% | -8.4% | -8.7% | -13.7% |
| 3M | -26.0% | -32.5% | +6.5% | -9.5% |
| 6M | -9.9% | +32.5% | -42.3% | -27.0% |
| YTD | -31.1% | +83.2% | -114.3% | -56.6% |
| 1Y | -8.5% | +161.7% | -170.2% | -55.2% |
| 3Y | +652.2% | +890.1% | -237.9% | +45.1% |
| 5Y | +56.8% | +832.4% | -775.7% | -66.8% |
| All | +54.2% | +741.8% | -687.6% | -67.3% |
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