+302.0%
TRV vs TTMI
+1,127.6%
-825.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.8% |
| 7D | +1.9% | +0.7% | +1.3% | +1.8% |
| 30D | +1.7% | -8.4% | +10.2% | +2.3% |
| 3M | +23.9% | -32.5% | +56.3% | +27.5% |
| 6M | +26.3% | +32.5% | -6.2% | +18.6% |
| YTD | +30.8% | +83.2% | -52.4% | +16.2% |
| 1Y | +36.3% | +161.7% | -125.3% | +13.2% |
| 3Y | +145.0% | +890.1% | -745.1% | +55.7% |
| 5Y | +163.9% | +832.4% | -668.6% | +63.6% |
| All | +302.0% | +1,127.6% | -825.6% | +127.2% |
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