+328.6%
TMO vs TTMI
+1,127.6%
-799.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.6% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +1.1% | -8.4% | +9.6% | +2.0% |
| 3M | +28.3% | -32.5% | +60.8% | +33.9% |
| 6M | +23.3% | +32.5% | -9.2% | +12.6% |
| YTD | +5.5% | +83.2% | -77.8% | -10.5% |
| 1Y | +24.5% | +161.7% | -137.1% | -2.7% |
| 3Y | +19.6% | +890.1% | -870.6% | -31.4% |
| 5Y | +8.1% | +832.4% | -824.3% | -38.6% |
| All | +328.6% | +1,127.6% | -799.0% | +121.3% |
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