+1,289.5%
TRV vs TTMI
+522.4%
+767.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.3% |
| 7D | +0.5% | +12.2% | -11.7% | -0.9% |
| 30D | -4.9% | -5.7% | +0.9% | -4.5% |
| 3M | +23.7% | -27.5% | +51.2% | +26.6% |
| 6M | +20.3% | +47.1% | -26.8% | +11.8% |
| YTD | +27.1% | +87.5% | -60.4% | +13.5% |
| 1Y | +35.3% | +175.2% | -139.9% | +14.0% |
| 3Y | +139.8% | +901.9% | -762.1% | +67.2% |
| 5Y | +153.9% | +843.5% | -689.6% | +74.9% |
| 10Y | +285.9% | +1,077.0% | -791.1% | +150.3% |
| All | +1,289.5% | +522.4% | +767.1% | +652.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling