+687.8%
TTMI vs AR
-29.4%
+717.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.4% | +8.7% |
| 7D | +7.2% | +2.1% | +5.2% | +7.0% |
| 30D | -28.7% | +4.5% | -33.2% | -29.1% |
| 3M | -39.8% | +1.0% | -40.8% | -40.0% |
| 6M | -51.7% | +4.4% | -56.1% | -52.4% |
| YTD | +14.1% | +10.9% | +3.2% | +10.6% |
| 1Y | +16.0% | +8.6% | +7.4% | +12.8% |
| 3Y | +452.7% | +48.5% | +404.2% | +402.6% |
| 5Y | +451.5% | +95.7% | +355.8% | +365.7% |
| 10Y | +443.1% | +55.5% | +387.7% | +310.2% |
| All | +687.8% | -29.4% | +717.2% | +569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling