+788.8%
TTMI vs BTG
+385.9%
+402.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.1% |
| 7D | +7.5% | +2.4% | +5.1% | +7.1% |
| 30D | -4.5% | +9.5% | -14.0% | -5.5% |
| 3M | -28.5% | +38.5% | -67.0% | -31.3% |
| 6M | +28.4% | +5.6% | +22.7% | +26.7% |
| YTD | +80.1% | +23.9% | +56.1% | +74.1% |
| 1Y | +161.0% | +32.1% | +128.9% | +150.3% |
| 3Y | +862.4% | +103.2% | +759.2% | +769.4% |
| 5Y | +812.9% | +79.7% | +733.2% | +728.4% |
| 10Y | +1,094.7% | +159.1% | +935.6% | +902.8% |
| All | +788.8% | +385.9% | +402.9% | +440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling