+62.5%
T vs TTMI
+394.2%
-331.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | +2.5% | +11.4% | -8.8% | +2.0% |
| 30D | -3.8% | -28.3% | +24.5% | -2.7% |
| 3M | -8.7% | -46.7% | +37.9% | -6.3% |
| 6M | -8.1% | -56.1% | +48.0% | -5.1% |
| YTD | -6.4% | +7.4% | -13.8% | -12.7% |
| 1Y | -9.8% | +17.4% | -27.2% | -17.1% |
| 3Y | +65.5% | +429.1% | -363.7% | +17.3% |
| 5Y | +57.0% | +418.8% | -361.8% | +8.4% |
| All | +62.5% | +394.2% | -331.7% | +5.5% |
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