+364.1%
TTD vs TTMI
+987.5%
-623.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.1% |
| 7D | -7.4% | +6.0% | -13.4% | -9.3% |
| 30D | +3.0% | -6.4% | +9.4% | +3.9% |
| 3M | -27.6% | -28.9% | +1.3% | -23.2% |
| 6M | -49.5% | +26.9% | -76.4% | -58.3% |
| YTD | -63.2% | +77.3% | -140.5% | -74.6% |
| 1Y | -69.7% | +147.5% | -217.2% | -82.6% |
| 3Y | -83.3% | +847.6% | -931.0% | -95.3% |
| 5Y | -80.8% | +802.2% | -883.0% | -94.6% |
| All | +364.1% | +987.5% | -623.3% | +31.8% |
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 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