+77.3%
SO vs TTMI
+429.4%
-352.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.3% | -11.9% | +1.2% |
| 7D | -1.1% | -1.6% | +0.5% | -1.1% |
| 30D | +8.6% | -37.7% | +46.3% | +9.1% |
| 3M | +1.8% | -45.1% | +46.9% | +2.4% |
| 6M | +3.6% | -52.1% | +55.7% | +4.3% |
| YTD | +9.9% | +9.2% | +0.8% | +6.9% |
| 1Y | +5.7% | +12.9% | -7.2% | +2.4% |
| 3Y | +52.5% | +445.5% | -393.0% | +27.7% |
| 5Y | +77.3% | +427.9% | -350.6% | +44.7% |
| All | +77.3% | +429.4% | -352.1% | +44.7% |
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