+358.3%
SE vs TTMI
+392.1%
-33.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.5% |
| 7D | -1.5% | +22.6% | -24.1% | -6.9% |
| 30D | -22.3% | -34.3% | +12.0% | -15.9% |
| 3M | -41.8% | -44.8% | +2.9% | -34.8% |
| 6M | -22.4% | -53.3% | +30.9% | -12.2% |
| YTD | -41.6% | +10.6% | -52.1% | -52.9% |
| 1Y | -48.0% | +8.2% | -56.2% | -58.3% |
| 3Y | +63.9% | +435.7% | -371.8% | -34.9% |
| 5Y | -78.2% | +434.2% | -512.3% | -91.6% |
| All | +358.3% | +392.1% | -33.8% | +61.1% |
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