+167.8%
SLV vs TTMI
+840.7%
-672.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.2% |
| 7D | +2.5% | +12.2% | -9.7% | +0.8% |
| 30D | +3.3% | -5.7% | +9.0% | +3.8% |
| 3M | -3.6% | -27.5% | +23.9% | -0.3% |
| 6M | -21.8% | +47.1% | -69.0% | -27.1% |
| YTD | -7.8% | +87.5% | -95.3% | -17.1% |
| 1Y | +58.3% | +175.2% | -116.9% | +35.1% |
| 3Y | +182.6% | +901.9% | -719.4% | +99.8% |
| 5Y | +167.8% | +843.5% | -675.7% | +86.6% |
| All | +167.8% | +840.7% | -672.9% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling