+58.7%
SO vs TTMI
+840.7%
-782.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.9% |
| 7D | +1.0% | +12.2% | -11.1% | +0.8% |
| 30D | -3.2% | -5.7% | +2.5% | -3.1% |
| 3M | -1.7% | -27.5% | +25.8% | -1.1% |
| 6M | -7.2% | +47.1% | -54.3% | -9.2% |
| YTD | +4.6% | +87.5% | -82.9% | +1.1% |
| 1Y | +1.2% | +175.2% | -174.0% | -4.5% |
| 3Y | +45.3% | +901.9% | -856.7% | +19.7% |
| 5Y | +58.7% | +843.5% | -784.8% | +29.7% |
| All | +58.7% | +840.7% | -782.0% | +29.7% |
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