+404.4%
TTMI vs AS
+137.8%
+266.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.5% |
| 7D | -11.5% | +4.5% | -16.0% | -12.8% |
| 30D | -40.3% | +13.2% | -53.5% | -42.8% |
| 3M | -44.5% | -11.9% | -32.6% | -42.4% |
| 6M | -54.1% | -11.6% | -42.5% | -52.8% |
| YTD | +4.7% | -14.7% | +19.4% | +8.3% |
| 1Y | +3.3% | +5.7% | -2.4% | +0.2% |
| All | +404.4% | +137.8% | +266.6% | +329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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