+443.1%
TTMI vs BAX
+85.8%
+357.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.5% |
| 7D | +5.9% | -1.1% | +7.0% | +6.3% |
| 30D | -4.3% | -5.5% | +1.1% | -2.7% |
| 3M | -32.0% | +33.5% | -65.6% | -39.3% |
| 6M | +19.5% | +35.9% | -16.4% | +6.2% |
| YTD | +82.0% | +35.4% | +46.7% | +59.2% |
| 1Y | +172.6% | +9.8% | +162.9% | +154.2% |
| 3Y | +744.7% | -32.7% | +777.4% | +803.2% |
| 5Y | +805.6% | -65.6% | +871.1% | +1,116.5% |
| 10Y | +1,057.6% | -34.9% | +1,092.5% | +1,130.2% |
| All | +443.1% | +85.8% | +357.3% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling