+1,124.0%
TTMI vs BNY
+416.3%
+707.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.5% |
| 30D | -8.4% | -0.2% | -8.3% | -8.4% |
| 3M | -32.5% | +14.9% | -47.4% | -37.8% |
| 6M | +32.5% | +40.0% | -7.5% | +8.8% |
| YTD | +83.2% | +42.0% | +41.3% | +48.8% |
| 1Y | +161.7% | +56.9% | +104.8% | +101.6% |
| 3Y | +890.1% | +289.9% | +600.3% | +361.3% |
| 5Y | +832.4% | +259.2% | +573.3% | +340.4% |
| All | +1,124.0% | +416.3% | +707.7% | +318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling