+298.8%
T vs TTMI
+504.4%
-205.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.8% | -2.7% |
| 7D | -1.3% | +5.9% | -7.1% | -1.8% |
| 30D | +11.4% | -4.3% | +15.7% | +11.5% |
| 3M | +14.3% | -32.0% | +46.3% | +16.8% |
| 6M | -9.3% | +19.5% | -28.7% | -12.6% |
| YTD | +7.1% | +82.0% | -74.9% | -1.4% |
| 1Y | -9.1% | +172.6% | -181.7% | -20.1% |
| 3Y | +105.3% | +744.7% | -639.3% | +57.9% |
| 5Y | +66.8% | +805.6% | -738.7% | +25.7% |
| 10Y | +66.8% | +1,057.6% | -990.8% | +19.4% |
| All | +298.8% | +504.4% | -205.5% | +137.5% |
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 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