-53.1%
TE vs TTMI
+736.2%
-789.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -1.1% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -5.9% | -8.4% | +2.5% | -2.2% |
| 3M | -45.6% | -32.5% | -13.1% | -33.8% |
| 6M | -43.4% | +32.5% | -75.8% | -52.2% |
| YTD | -31.0% | +83.2% | -114.2% | -50.9% |
| 1Y | +145.2% | +161.7% | -16.5% | +43.1% |
| 3Y | -24.1% | +890.1% | -914.2% | -74.5% |
| 5Y | -48.1% | +832.4% | -880.6% | -82.3% |
| All | -53.1% | +736.2% | -789.3% | -83.9% |
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