-53.1%
TEAM vs TTMI
+806.9%
-860.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.7% | +1.2% |
| 7D | -4.7% | +7.5% | -12.1% | -5.5% |
| 30D | +17.0% | -4.5% | +21.5% | +17.2% |
| 3M | +85.9% | -28.5% | +114.4% | +91.0% |
| 6M | +116.7% | +28.4% | +88.3% | +90.0% |
| YTD | +9.6% | +80.1% | -70.5% | -16.3% |
| 1Y | -2.5% | +161.0% | -163.6% | -36.8% |
| 3Y | -14.0% | +862.4% | -876.4% | -68.7% |
| 5Y | -53.1% | +812.9% | -866.0% | -83.3% |
| All | -53.1% | +806.9% | -860.0% | -83.3% |
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