+562.3%
SE vs TTMI
+689.3%
-127.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -4.8% | +6.0% | -10.8% | -6.4% |
| 30D | -18.1% | -6.4% | -11.7% | -17.2% |
| 3M | +30.6% | -28.9% | +59.6% | +39.1% |
| 6M | +20.8% | +26.9% | -6.1% | +3.5% |
| YTD | -15.6% | +77.3% | -92.9% | -37.6% |
| 1Y | -44.2% | +147.5% | -191.7% | -64.6% |
| 3Y | +181.5% | +847.6% | -666.1% | -2.2% |
| 5Y | -66.9% | +802.2% | -869.1% | -88.5% |
| All | +562.3% | +689.3% | -127.0% | +113.4% |
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