+816.3%
TTMI vs BEN
+38.1%
+778.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.1% |
| 7D | +7.5% | +3.4% | +4.1% | +5.6% |
| 30D | -4.5% | +1.8% | -6.3% | -5.3% |
| 3M | -28.5% | +8.4% | -36.9% | -31.6% |
| 6M | +28.4% | +35.6% | -7.3% | +8.3% |
| YTD | +80.1% | +46.4% | +33.7% | +45.2% |
| 1Y | +161.0% | +46.3% | +114.7% | +110.1% |
| 3Y | +862.4% | +54.6% | +807.8% | +632.4% |
| All | +816.3% | +38.1% | +778.2% | +592.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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