+66.9%
T vs TTMI
+1,087.8%
-1,020.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -2.4% | +6.0% | -8.5% | -2.9% |
| 30D | +4.3% | -6.4% | +10.7% | +4.6% |
| 3M | +11.6% | -28.9% | +40.5% | +13.4% |
| 6M | -5.6% | +26.9% | -32.5% | -9.6% |
| YTD | +6.6% | +77.3% | -70.7% | -2.2% |
| 1Y | -8.4% | +147.5% | -155.9% | -20.0% |
| 3Y | +107.8% | +847.6% | -739.8% | +44.0% |
| 5Y | +68.3% | +802.2% | -733.9% | +14.6% |
| All | +66.9% | +1,087.8% | -1,020.8% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling