+20.3%
SGOV vs TTMI
+990.9%
-970.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | 0.0% |
| 7D | 0.0% | +0.7% | -0.6% | 0.0% |
| 30D | +0.3% | -8.4% | +8.7% | +0.3% |
| 3M | +0.9% | -32.5% | +33.4% | +0.9% |
| 6M | +1.8% | +32.5% | -30.6% | +1.8% |
| YTD | +2.5% | +83.2% | -80.7% | +2.5% |
| 1Y | +3.8% | +161.7% | -157.9% | +3.8% |
| 3Y | +14.4% | +890.1% | -875.8% | +14.3% |
| 5Y | +20.2% | +832.4% | -812.3% | +20.1% |
| All | +20.3% | +990.9% | -970.7% | +20.2% |
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