+1,084.3%
TTMI vs AA
+123.1%
+961.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.1% |
| 7D | +6.0% | -5.4% | +11.4% | +7.7% |
| 30D | -6.4% | -10.7% | +4.3% | -3.6% |
| 3M | -28.9% | -26.2% | -2.7% | -23.0% |
| 6M | +26.9% | -20.9% | +47.8% | +33.3% |
| YTD | +77.3% | -8.6% | +85.9% | +78.3% |
| 1Y | +147.5% | +57.4% | +90.1% | +112.5% |
| 3Y | +847.6% | +77.8% | +769.8% | +654.3% |
| 5Y | +802.2% | +2.7% | +799.5% | +668.2% |
| All | +1,084.3% | +123.1% | +961.3% | +568.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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