+212.3%
TTMI vs AA
-4.4%
+216.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -2.4% |
| 7D | -11.5% | +1.2% | -12.8% | -11.6% |
| 30D | -40.3% | -5.0% | -35.3% | -38.4% |
| 3M | -44.5% | -22.2% | -22.3% | -38.5% |
| 6M | -54.1% | -36.3% | -17.8% | -45.5% |
| YTD | +4.7% | -24.2% | +28.9% | +14.0% |
| 1Y | +3.3% | +3.9% | -0.5% | -0.5% |
| 3Y | +407.2% | +67.6% | +339.7% | +276.2% |
| 5Y | +406.5% | -8.8% | +415.4% | +320.8% |
| 10Y | +420.4% | +45.0% | +375.4% | +156.5% |
| All | +212.3% | -4.4% | +216.7% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling