+829.0%
TTMI vs AU
+686.2%
+142.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.3% |
| 7D | +0.7% | -4.3% | +4.9% | +1.5% |
| 30D | -8.4% | +7.3% | -15.8% | -10.3% |
| 3M | -32.5% | +26.3% | -58.8% | -36.2% |
| 6M | +32.5% | +1.8% | +30.7% | +29.7% |
| YTD | +83.2% | +26.8% | +56.4% | +73.3% |
| 1Y | +161.7% | +66.7% | +95.0% | +138.9% |
| 3Y | +890.1% | +579.1% | +311.1% | +612.2% |
| All | +829.0% | +686.2% | +142.8% | +518.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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