+366.4%
TTMI vs AR
+71.8%
+294.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +7.0% |
| 7D | -19.8% | -14.3% | -5.6% | -17.5% |
| 30D | -48.1% | +1.4% | -49.6% | -48.2% |
| 3M | -51.2% | +3.4% | -54.6% | -51.7% |
| 6M | -59.6% | -2.1% | -57.5% | -59.7% |
| YTD | -3.6% | +4.7% | -8.3% | -6.3% |
| 1Y | -2.3% | +10.6% | -12.9% | -6.2% |
| 3Y | +369.4% | +24.6% | +344.8% | +331.9% |
| All | +366.4% | +71.8% | +294.6% | +326.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling