+1,124.0%
TTMI vs A
+256.4%
+867.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.0% |
| 7D | +0.7% | -2.6% | +3.3% | +2.0% |
| 30D | -8.4% | -0.9% | -7.6% | -8.2% |
| 3M | -32.5% | +13.6% | -46.1% | -37.4% |
| 6M | +32.5% | +27.8% | +4.6% | +13.5% |
| YTD | +83.2% | +8.6% | +74.6% | +71.1% |
| 1Y | +161.7% | +16.9% | +144.8% | +134.9% |
| 3Y | +890.1% | +32.9% | +857.2% | +702.7% |
| 5Y | +832.4% | -14.1% | +846.5% | +847.4% |
| All | +1,124.0% | +256.4% | +867.6% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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