+437.3%
TTMI vs AU
+806.5%
-369.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.6% | -4.0% |
| 7D | +7.5% | +0.6% | +6.8% | +7.3% |
| 30D | -4.5% | +12.3% | -16.8% | -6.3% |
| 3M | -28.5% | +29.4% | -57.9% | -31.4% |
| 6M | +28.4% | +3.2% | +25.1% | +26.9% |
| YTD | +80.1% | +31.8% | +48.3% | +72.2% |
| 1Y | +161.0% | +83.4% | +77.6% | +139.8% |
| 3Y | +862.4% | +623.1% | +239.3% | +627.1% |
| 5Y | +812.9% | +700.5% | +112.4% | +567.1% |
| 10Y | +1,094.7% | +717.6% | +377.1% | +707.0% |
| All | +437.3% | +806.5% | -369.2% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling