+829.0%
TTMI vs AUR
-35.1%
+864.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.1% |
| 7D | +0.7% | +1.4% | -0.8% | +0.5% |
| 30D | -8.4% | -6.4% | -2.0% | -7.6% |
| 3M | -32.5% | +7.7% | -40.2% | -33.1% |
| 6M | +32.5% | +44.5% | -12.0% | +25.6% |
| YTD | +83.2% | +67.4% | +15.8% | +70.0% |
| 1Y | +161.7% | +15.4% | +146.2% | +153.7% |
| 3Y | +890.1% | +94.8% | +795.3% | +740.8% |
| All | +829.0% | -35.1% | +864.1% | +628.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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