+219.1%
TER vs TTMI
+840.7%
-621.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +2.5% |
| 7D | +11.0% | +12.2% | -1.2% | +4.0% |
| 30D | -1.9% | -5.7% | +3.9% | +1.1% |
| 3M | -0.7% | -27.5% | +26.8% | +18.8% |
| 6M | +36.4% | +47.1% | -10.8% | +13.9% |
| YTD | +92.4% | +87.5% | +5.0% | +40.3% |
| 1Y | +213.5% | +175.2% | +38.3% | +86.3% |
| 3Y | +277.2% | +901.9% | -624.7% | +12.9% |
| 5Y | +219.1% | +843.5% | -624.3% | -2.0% |
| All | +219.1% | +840.7% | -621.6% | -2.0% |
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 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