+203.6%
TGT vs TTMI
+1,127.6%
-924.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.4% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | +1.2% | -8.4% | +9.6% | +2.0% |
| 3M | +18.4% | -32.5% | +50.8% | +23.4% |
| 6M | +33.4% | +32.5% | +1.0% | +23.1% |
| YTD | +63.8% | +83.2% | -19.4% | +40.8% |
| 1Y | +77.2% | +161.7% | -84.5% | +40.5% |
| 3Y | +41.8% | +890.1% | -848.3% | -15.5% |
| 5Y | -25.5% | +832.4% | -858.0% | -56.0% |
| All | +203.6% | +1,127.6% | -924.0% | +72.0% |
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