+1,075.9%
TTMI vs BG
+1,185.2%
-109.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.4% |
| 7D | +12.2% | +2.4% | +9.8% | +11.2% |
| 30D | -5.7% | +15.0% | -20.8% | -10.6% |
| 3M | -27.5% | -0.7% | -26.8% | -27.9% |
| 6M | +47.1% | +7.5% | +39.6% | +41.7% |
| YTD | +87.5% | +41.6% | +45.9% | +63.2% |
| 1Y | +175.2% | +50.7% | +124.6% | +133.0% |
| 3Y | +901.9% | +20.3% | +881.7% | +803.5% |
| 5Y | +843.5% | +85.2% | +758.2% | +611.4% |
| 10Y | +1,077.0% | +160.6% | +916.4% | +630.6% |
| All | +1,075.9% | +1,185.2% | -109.3% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling