+2,502.1%
SOXX vs TTMI
+1,229.8%
+1,272.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | +3.0% | +6.0% | -3.0% | +1.1% |
| 30D | -3.1% | -6.4% | +3.3% | -1.6% |
| 3M | -4.4% | -28.9% | +24.5% | +5.2% |
| 6M | +52.9% | +26.9% | +26.0% | +40.4% |
| YTD | +72.0% | +77.3% | -5.3% | +40.7% |
| 1Y | +105.1% | +147.5% | -42.4% | +50.2% |
| 3Y | +220.6% | +847.6% | -627.0% | +55.1% |
| 5Y | +244.8% | +802.2% | -557.4% | +66.3% |
| 10Y | +1,537.1% | +1,076.3% | +460.8% | +605.1% |
| All | +2,502.1% | +1,229.8% | +1,272.3% | +581.1% |
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