+240.3%
TTMI vs ALL
+1,367.4%
-1,127.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.8% |
| 7D | +7.2% | -2.6% | +9.8% | +8.3% |
| 30D | -28.7% | +12.7% | -41.4% | -33.8% |
| 3M | -39.8% | +0.4% | -40.2% | -41.4% |
| 6M | -51.7% | +23.8% | -75.5% | -59.0% |
| YTD | +14.1% | +27.8% | -13.7% | -6.5% |
| 1Y | +16.0% | +28.9% | -12.9% | -5.6% |
| 3Y | +452.7% | +113.9% | +338.8% | +224.3% |
| 5Y | +451.5% | +157.4% | +294.1% | +180.7% |
| 10Y | +443.1% | +369.0% | +74.1% | +87.0% |
| All | +240.3% | +1,367.4% | -1,127.0% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling