+1,895.7%
TER vs TTMI
+1,044.1%
+851.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.1% | +5.2% |
| 7D | +12.4% | +7.5% | +4.9% | +7.9% |
| 30D | +5.1% | -4.5% | +9.6% | +7.4% |
| 3M | +4.0% | -28.5% | +32.5% | +24.5% |
| 6M | +29.5% | +28.4% | +1.2% | +15.4% |
| YTD | +98.5% | +80.1% | +18.4% | +47.1% |
| 1Y | +234.1% | +161.0% | +73.1% | +103.5% |
| 3Y | +289.0% | +862.4% | -573.4% | +18.6% |
| 5Y | +228.2% | +812.9% | -584.8% | -1.7% |
| 10Y | +1,895.7% | +1,094.7% | +801.0% | +423.0% |
| All | +1,895.7% | +1,044.1% | +851.6% | +423.0% |
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