+1,084.3%
TTMI vs BAX
-37.2%
+1,121.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | +6.0% | -5.4% | +11.5% | +7.9% |
| 30D | -6.4% | -12.4% | +6.0% | -2.7% |
| 3M | -28.9% | +19.1% | -48.0% | -33.9% |
| 6M | +26.9% | +38.6% | -11.7% | +11.6% |
| YTD | +77.3% | +26.7% | +50.6% | +58.0% |
| 1Y | +147.5% | +1.0% | +146.5% | +137.6% |
| 3Y | +847.6% | -33.9% | +881.5% | +925.6% |
| 5Y | +802.2% | -67.0% | +869.3% | +1,212.9% |
| All | +1,084.3% | -37.2% | +1,121.5% | +1,391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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