+901.9%
TTMI vs ALL
+150.3%
+751.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.3% | +2.2% |
| 7D | +12.2% | -1.7% | +13.9% | +11.6% |
| 30D | -5.7% | -4.7% | -1.1% | -7.0% |
| 3M | -27.5% | +18.4% | -45.9% | -24.3% |
| 6M | +47.1% | +20.5% | +26.6% | +54.2% |
| YTD | +87.5% | +23.5% | +63.9% | +97.2% |
| 1Y | +175.2% | +29.0% | +146.2% | +188.5% |
| 3Y | +901.9% | +153.7% | +748.2% | +791.9% |
| All | +901.9% | +150.3% | +751.6% | +791.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling