+890.1%
TTMI vs BTG
+94.8%
+795.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +0.7% | -3.8% | +4.4% | +1.3% |
| 30D | -8.4% | +3.6% | -12.1% | -9.3% |
| 3M | -32.5% | +32.0% | -64.5% | -36.5% |
| 6M | +32.5% | +3.4% | +29.1% | +28.9% |
| YTD | +83.2% | +20.8% | +62.5% | +73.2% |
| 1Y | +161.7% | +22.4% | +139.3% | +145.6% |
| 3Y | +890.1% | +91.7% | +798.4% | +765.6% |
| All | +890.1% | +94.8% | +795.3% | +765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling