+154.4%
TRV vs TTMI
+800.2%
-645.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | -1.5% | +6.0% | -7.5% | -1.6% |
| 30D | -1.8% | -6.4% | +4.6% | -1.7% |
| 3M | +21.6% | -28.9% | +50.5% | +22.2% |
| 6M | +22.5% | +26.9% | -4.4% | +19.8% |
| YTD | +28.1% | +77.3% | -49.2% | +22.6% |
| 1Y | +37.0% | +147.5% | -110.5% | +26.9% |
| 3Y | +141.9% | +847.6% | -705.8% | +92.3% |
| All | +154.4% | +800.2% | -645.8% | +99.1% |
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