-25.1%
TGT vs TTMI
+830.4%
-855.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.3% |
| 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% | +23.3% |
| 6M | +33.4% | +32.5% | +1.0% | +23.2% |
| YTD | +63.8% | +83.2% | -19.4% | +40.3% |
| 1Y | +77.2% | +161.7% | -84.5% | +38.6% |
| 3Y | +41.8% | +890.1% | -848.3% | -21.3% |
| All | -25.1% | +830.4% | -855.5% | -58.7% |
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