+1,480.9%
SO vs TTMI
+262.5%
+1,218.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.3% | -11.9% | +0.8% |
| 7D | -1.1% | -1.6% | +0.5% | -1.2% |
| 30D | +8.6% | -37.7% | +46.3% | +10.2% |
| 3M | +1.8% | -45.1% | +46.9% | +3.7% |
| 6M | +3.6% | -52.1% | +55.7% | +5.7% |
| YTD | +9.9% | +9.2% | +0.8% | +7.1% |
| 1Y | +5.7% | +12.9% | -7.2% | +2.5% |
| 3Y | +52.5% | +445.5% | -393.0% | +34.7% |
| 5Y | +77.3% | +427.9% | -350.6% | +55.6% |
| 10Y | +186.8% | +449.9% | -263.1% | +147.6% |
| All | +1,480.9% | +262.5% | +1,218.5% | +1,182.1% |
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