+162.0%
SO vs TTMI
+1,044.1%
-882.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | 0.0% | +7.5% | -7.4% | -0.5% |
| 30D | -2.5% | -4.5% | +2.0% | -2.3% |
| 3M | -4.2% | -28.5% | +24.4% | -2.5% |
| 6M | -7.7% | +28.4% | -36.0% | -11.4% |
| YTD | +3.8% | +80.1% | -76.3% | -4.3% |
| 1Y | +0.1% | +161.0% | -161.0% | -12.1% |
| 3Y | +44.2% | +862.4% | -818.2% | +3.7% |
| 5Y | +57.9% | +812.9% | -755.1% | +11.7% |
| 10Y | +162.0% | +1,094.7% | -932.7% | +75.8% |
| All | +162.0% | +1,044.1% | -882.1% | +75.8% |
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