+508.6%
TER vs TTMI
+220.0%
+288.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.9% | -4.3% | 0.0% |
| 7D | -20.5% | -19.8% | -0.7% | -13.6% |
| 30D | -47.0% | -48.1% | +1.1% | -33.6% |
| 3M | -43.3% | -51.2% | +7.9% | -27.1% |
| 6M | -42.9% | -59.6% | +16.7% | -20.5% |
| YTD | +12.9% | -3.6% | +16.5% | +14.7% |
| 1Y | +18.2% | -2.3% | +20.5% | +18.5% |
| 3Y | +151.8% | +369.4% | -217.6% | +45.1% |
| 5Y | +54.2% | +365.4% | -311.2% | -12.9% |
| 10Y | +908.2% | +413.2% | +495.0% | +430.1% |
| All | +508.6% | +220.0% | +288.5% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling