+829.0%
TTMI vs BG
+81.8%
+747.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.9% |
| 7D | +0.7% | +3.1% | -2.4% | -0.3% |
| 30D | -8.4% | +10.2% | -18.7% | -11.3% |
| 3M | -32.5% | -1.7% | -30.8% | -32.4% |
| 6M | +32.5% | +1.0% | +31.5% | +31.0% |
| YTD | +83.2% | +39.9% | +43.3% | +62.1% |
| 1Y | +161.7% | +53.2% | +108.5% | +123.0% |
| 3Y | +890.1% | +16.3% | +873.9% | +819.7% |
| All | +829.0% | +81.8% | +747.2% | +639.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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