+1,192.2%
TTMI vs BR
+1,286.0%
-93.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.4% | +4.2% |
| 7D | +12.2% | -5.9% | +18.1% | +15.3% |
| 30D | -5.7% | +1.9% | -7.6% | -7.6% |
| 3M | -27.5% | +14.7% | -42.1% | -34.5% |
| 6M | +47.1% | -12.8% | +59.9% | +51.1% |
| YTD | +87.5% | -23.0% | +110.5% | +103.6% |
| 1Y | +175.2% | -31.7% | +206.9% | +218.1% |
| 3Y | +901.9% | -4.8% | +906.7% | +831.8% |
| 5Y | +843.5% | +7.8% | +835.6% | +701.1% |
| 10Y | +1,077.0% | +184.1% | +892.9% | +431.8% |
| All | +1,192.2% | +1,286.0% | -93.8% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling