+1,124.0%
TTMI vs BR
+189.7%
+934.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.5% |
| 7D | +0.7% | -3.0% | +3.6% | +1.7% |
| 30D | -8.4% | -0.3% | -8.1% | -8.9% |
| 3M | -32.5% | +17.3% | -49.8% | -37.8% |
| 6M | +32.5% | -6.7% | +39.2% | +33.3% |
| YTD | +83.2% | -23.4% | +106.7% | +101.0% |
| 1Y | +161.7% | -32.7% | +194.3% | +206.2% |
| 3Y | +890.1% | -5.9% | +896.0% | +834.2% |
| 5Y | +832.4% | +8.4% | +824.0% | +693.0% |
| All | +1,124.0% | +189.7% | +934.3% | +646.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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