+508.5%
TTD vs TTMI
+394.2%
+114.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.2% | +2.1% |
| 7D | +21.3% | +11.4% | +9.9% | +17.8% |
| 30D | +28.7% | -28.3% | +57.0% | +36.6% |
| 3M | +7.7% | -46.7% | +54.4% | +22.0% |
| 6M | -23.5% | -56.1% | +32.6% | -12.1% |
| YTD | -58.7% | +7.4% | -66.1% | -69.2% |
| 1Y | -63.4% | +17.4% | -80.8% | -74.4% |
| 3Y | -75.3% | +429.1% | -504.4% | -92.5% |
| 5Y | -84.4% | +418.8% | -503.1% | -95.4% |
| All | +508.5% | +394.2% | +114.3% | +63.5% |
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