+1,157.3%
TTMI vs AR
-27.2%
+1,184.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +9.0% |
| 7D | +5.9% | +2.5% | +3.4% | +5.4% |
| 30D | -4.3% | +14.8% | -19.1% | -6.6% |
| 3M | -32.0% | +6.2% | -38.3% | -33.0% |
| 6M | +19.5% | +4.3% | +15.2% | +17.5% |
| YTD | +82.0% | +14.4% | +67.7% | +75.8% |
| 1Y | +172.6% | +21.3% | +151.3% | +160.4% |
| 3Y | +744.7% | +39.8% | +704.9% | +675.4% |
| 5Y | +805.6% | +142.1% | +663.5% | +636.9% |
| 10Y | +1,057.6% | +52.0% | +1,005.6% | +779.8% |
| All | +1,157.3% | -27.2% | +1,184.5% | +964.6% |
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