+812.9%
TTMI vs A
-16.2%
+829.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.3% |
| 7D | +7.5% | -4.4% | +11.9% | +9.7% |
| 30D | -4.5% | -2.7% | -1.8% | -3.5% |
| 3M | -28.5% | +7.0% | -35.6% | -31.3% |
| 6M | +28.4% | +24.6% | +3.7% | +12.9% |
| YTD | +80.1% | +7.0% | +73.1% | +70.8% |
| 1Y | +161.0% | +15.6% | +145.5% | +138.4% |
| 3Y | +862.4% | +29.9% | +832.5% | +705.6% |
| 5Y | +812.9% | -15.4% | +828.3% | +698.9% |
| All | +812.9% | -16.2% | +829.2% | +698.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling