+220.3%
TTMI vs BAX
+85.7%
+134.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | -28.3% | +4.1% | -32.4% | -29.6% |
| 3M | -46.7% | -4.5% | -42.1% | -46.3% |
| 6M | -56.1% | +49.2% | -105.4% | -62.6% |
| YTD | +7.4% | +35.2% | -27.9% | -6.7% |
| 1Y | +17.4% | +38.3% | -20.9% | +0.9% |
| 3Y | +429.1% | -19.0% | +448.2% | +426.2% |
| 5Y | +418.8% | -64.2% | +482.9% | +582.3% |
| 10Y | +411.2% | -35.7% | +447.0% | +442.5% |
| All | +220.3% | +85.7% | +134.6% | +206.1% |
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