+812.9%
TTMI vs BAX
-67.6%
+880.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -3.5% |
| 7D | +7.5% | -5.1% | +12.6% | +8.7% |
| 30D | -4.5% | -12.2% | +7.7% | -1.8% |
| 3M | -28.5% | +21.8% | -50.3% | -32.7% |
| 6M | +28.4% | +36.3% | -7.9% | +16.9% |
| YTD | +80.1% | +27.8% | +52.3% | +64.3% |
| 1Y | +161.0% | -0.1% | +161.1% | +154.2% |
| 3Y | +862.4% | -33.3% | +895.7% | +923.2% |
| 5Y | +812.9% | -67.1% | +880.0% | +1,142.9% |
| All | +812.9% | -67.6% | +880.5% | +1,142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling