+56.5%
TEL vs TTMI
+830.4%
-773.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +2.7% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -0.7% | -8.4% | +7.8% | +1.1% |
| 3M | +2.4% | -32.5% | +34.9% | +11.1% |
| 6M | +4.1% | +32.5% | -28.4% | -8.7% |
| YTD | -5.8% | +83.2% | -89.1% | -26.9% |
| 1Y | +0.9% | +161.7% | -160.8% | -31.2% |
| 3Y | +72.6% | +890.1% | -817.5% | -28.3% |
| All | +56.5% | +830.4% | -773.9% | -37.5% |
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 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