+229.9%
TTMI vs AA
-3.2%
+233.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.5% |
| 7D | +22.6% | +5.3% | +17.3% | +20.5% |
| 30D | -34.3% | -2.3% | -32.0% | -33.0% |
| 3M | -44.8% | -20.8% | -23.9% | -39.0% |
| 6M | -53.3% | -39.8% | -13.5% | -43.3% |
| YTD | +10.6% | -23.3% | +33.8% | +19.9% |
| 1Y | +8.2% | +1.8% | +6.4% | +5.0% |
| 3Y | +435.7% | +69.5% | +366.1% | +295.8% |
| 5Y | +434.2% | -18.0% | +452.2% | +365.7% |
| 10Y | +426.4% | +45.7% | +380.8% | +159.4% |
| All | +229.9% | -3.2% | +233.1% | +41.6% |
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