+446.8%
TTMI vs BNY
+444.1%
+2.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.4% |
| 30D | -8.4% | -0.2% | -8.3% | -8.4% |
| 3M | -32.5% | +14.9% | -47.4% | -37.6% |
| 6M | +32.5% | +40.0% | -7.5% | +9.6% |
| YTD | +83.2% | +42.0% | +41.3% | +49.9% |
| 1Y | +161.7% | +56.9% | +104.8% | +103.2% |
| 3Y | +890.1% | +289.9% | +600.3% | +360.8% |
| 5Y | +832.4% | +259.2% | +573.3% | +343.7% |
| 10Y | +1,115.8% | +413.3% | +702.5% | +342.9% |
| All | +446.8% | +444.1% | +2.7% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling