+366.1%
TTMI vs ALL
+146.6%
+219.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.5% | +11.4% | +6.5% |
| 7D | -19.8% | -1.9% | -17.9% | -19.9% |
| 30D | -48.1% | +13.8% | -61.9% | -47.9% |
| 3M | -51.2% | -7.0% | -44.2% | -51.0% |
| 6M | -59.6% | +18.0% | -77.6% | -60.3% |
| YTD | -3.6% | +24.2% | -27.8% | -6.4% |
| 1Y | -2.3% | +31.2% | -33.5% | -6.5% |
| 3Y | +369.4% | +107.5% | +261.8% | +274.6% |
| All | +366.1% | +146.6% | +219.5% | +245.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling