+396.5%
TTMI vs AA
+42.1%
+354.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.4% |
| 7D | +11.4% | +0.5% | +10.9% | +11.5% |
| 30D | -28.3% | -0.6% | -27.7% | -27.6% |
| 3M | -46.7% | -19.7% | -27.0% | -42.7% |
| 6M | -56.1% | -41.6% | -14.5% | -48.7% |
| YTD | +7.4% | -24.6% | +32.0% | +15.2% |
| 1Y | +17.4% | +4.9% | +12.5% | +14.5% |
| 3Y | +429.1% | +66.8% | +362.3% | +336.1% |
| 5Y | +418.8% | -19.4% | +438.2% | +382.8% |
| All | +396.5% | +42.1% | +354.4% | +208.3% |
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