+64.2%
T vs TTMI
+806.9%
-742.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -1.8% |
| 7D | -3.1% | +7.5% | -10.6% | -3.1% |
| 30D | +4.6% | -4.5% | +9.1% | +4.6% |
| 3M | +12.2% | -28.5% | +40.8% | +12.5% |
| 6M | -6.5% | +28.4% | -34.8% | -7.6% |
| YTD | +4.9% | +80.1% | -75.2% | +2.2% |
| 1Y | -10.5% | +161.0% | -171.5% | -14.8% |
| 3Y | +104.6% | +862.4% | -757.8% | +66.7% |
| 5Y | +64.2% | +812.9% | -748.7% | +33.4% |
| All | +64.2% | +806.9% | -742.7% | +33.4% |
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