+75.2%
SPY vs TTMI
+451.1%
-376.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.0% | -7.6% | 0.0% |
| 7D | -0.9% | +7.2% | -8.2% | -2.2% |
| 30D | -2.4% | -28.7% | +26.3% | +1.1% |
| 3M | -1.2% | -39.8% | +38.7% | +4.4% |
| 6M | +3.3% | -51.7% | +55.0% | +11.4% |
| YTD | +12.3% | +14.1% | -1.8% | +0.2% |
| 1Y | +12.4% | +16.0% | -3.5% | -0.9% |
| 3Y | +78.8% | +452.7% | -373.9% | +4.7% |
| 5Y | +75.2% | +451.5% | -376.3% | -5.4% |
| All | +75.2% | +451.1% | -376.0% | -5.4% |
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