+1,094.7%
TTMI vs AR
+43.0%
+1,051.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +7.5% | -1.2% | +8.7% | +7.7% |
| 30D | -4.5% | +5.5% | -10.0% | -5.4% |
| 3M | -28.5% | +12.9% | -41.4% | -30.2% |
| 6M | +28.4% | +0.1% | +28.3% | +27.2% |
| YTD | +80.1% | +13.5% | +66.5% | +74.2% |
| 1Y | +161.0% | +21.6% | +139.5% | +149.4% |
| 3Y | +862.4% | +46.0% | +816.5% | +779.3% |
| 5Y | +812.9% | +143.7% | +669.2% | +648.2% |
| 10Y | +1,094.7% | +44.3% | +1,050.4% | +868.0% |
| All | +1,094.7% | +43.0% | +1,051.7% | +868.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling