+641.2%
TER vs TTMI
+278.7%
+362.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.0% | -0.7% | +5.0% |
| 7D | +5.9% | +7.2% | -1.4% | +3.6% |
| 30D | -30.8% | -28.7% | -2.1% | -22.6% |
| 3M | -29.9% | -39.8% | +9.9% | -16.5% |
| 6M | -27.5% | -51.7% | +24.3% | -5.3% |
| YTD | +37.5% | +14.1% | +23.4% | +31.5% |
| 1Y | +50.3% | +16.0% | +34.3% | +41.7% |
| 3Y | +204.9% | +452.7% | -247.8% | +65.7% |
| 5Y | +89.2% | +451.5% | -362.3% | +0.6% |
| 10Y | +1,077.0% | +443.1% | +633.8% | +503.2% |
| All | +641.2% | +278.7% | +362.5% | +115.0% |
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 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