+443.1%
TTMI vs A
+404.4%
+38.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +8.5% |
| 7D | +5.9% | -1.9% | +7.8% | +7.1% |
| 30D | -4.3% | +6.9% | -11.2% | -8.4% |
| 3M | -32.0% | +9.2% | -41.3% | -36.1% |
| 6M | +19.5% | +25.7% | -6.2% | +1.8% |
| YTD | +82.0% | +11.5% | +70.5% | +65.4% |
| 1Y | +172.6% | +18.4% | +154.3% | +139.0% |
| 3Y | +744.7% | +26.6% | +718.0% | +592.2% |
| 5Y | +805.6% | -12.8% | +818.4% | +800.8% |
| 10Y | +1,057.6% | +247.2% | +810.4% | +372.4% |
| All | +443.1% | +404.4% | +38.8% | +36.0% |
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