-82.5%
TTD vs TTMI
+451.1%
-533.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.3% | +2.1% |
| 7D | +20.8% | +7.2% | +13.5% | +19.1% |
| 30D | +33.8% | -28.7% | +62.5% | +39.0% |
| 3M | +17.8% | -39.8% | +57.7% | +24.9% |
| 6M | -25.7% | -51.7% | +26.0% | -20.1% |
| YTD | -57.9% | +14.1% | -72.0% | -67.7% |
| 1Y | -63.8% | +16.0% | -79.8% | -73.1% |
| 3Y | -75.0% | +452.7% | -527.7% | -92.0% |
| 5Y | -82.5% | +451.5% | -534.1% | -95.4% |
| All | -82.5% | +451.1% | -533.7% | -95.4% |
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