+443.1%
TTMI vs AA
+19.2%
+423.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +11.0% | +9.7% |
| 7D | +5.9% | -0.7% | +6.6% | +6.0% |
| 30D | -4.3% | +5.0% | -9.3% | -6.8% |
| 3M | -32.0% | -35.8% | +3.8% | -20.1% |
| 6M | +19.5% | -18.4% | +37.9% | +26.0% |
| YTD | +82.0% | -5.5% | +87.5% | +80.1% |
| 1Y | +172.6% | +61.0% | +111.7% | +117.2% |
| 3Y | +744.7% | +66.2% | +678.4% | +517.1% |
| 5Y | +805.6% | +11.4% | +794.2% | +575.6% |
| 10Y | +1,057.6% | +116.9% | +940.7% | +368.8% |
| All | +443.1% | +19.2% | +423.9% | +112.6% |
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