+229.9%
TTMI vs A
+479.3%
-249.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -1.7% |
| 7D | +22.6% | +0.7% | +21.9% | +22.4% |
| 30D | -34.3% | +0.8% | -35.1% | -33.9% |
| 3M | -44.8% | +16.9% | -61.6% | -49.4% |
| 6M | -53.3% | +53.8% | -107.1% | -64.4% |
| YTD | +10.6% | +28.1% | -17.6% | -6.7% |
| 1Y | +8.2% | +15.0% | -6.8% | -2.2% |
| 3Y | +435.7% | +63.1% | +372.6% | +280.5% |
| 5Y | +434.2% | +11.5% | +422.7% | +364.1% |
| 10Y | +426.4% | +303.2% | +123.3% | +98.4% |
| All | +229.9% | +479.3% | -249.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling