+812.9%
TTMI vs AA
+15.6%
+797.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -2.0% | -3.3% |
| 7D | +7.5% | -0.6% | +8.1% | +7.6% |
| 30D | -4.5% | -1.6% | -2.9% | -4.4% |
| 3M | -28.5% | -29.8% | +1.3% | -21.3% |
| 6M | +28.4% | -16.6% | +45.0% | +32.9% |
| YTD | +80.1% | -4.0% | +84.1% | +78.3% |
| 1Y | +161.0% | +63.5% | +97.5% | +120.2% |
| 3Y | +862.4% | +86.8% | +775.7% | +652.5% |
| 5Y | +812.9% | +12.4% | +800.6% | +690.8% |
| All | +812.9% | +15.6% | +797.3% | +690.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling