+720.0%
TTMI vs AUR
-36.7%
+756.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.2% |
| 7D | +6.0% | +0.2% | +5.9% | +6.0% |
| 30D | -6.4% | -8.9% | +2.5% | -5.2% |
| 3M | -28.9% | +4.6% | -33.5% | -29.3% |
| 6M | +26.9% | +44.9% | -18.0% | +20.3% |
| YTD | +77.3% | +64.8% | +12.5% | +64.9% |
| 1Y | +147.5% | +16.4% | +131.1% | +139.8% |
| 3Y | +847.6% | +85.1% | +762.5% | +709.0% |
| 5Y | +802.2% | -36.1% | +838.3% | +623.0% |
| All | +720.0% | -36.7% | +756.7% | +556.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling