+411.3%
TTMI vs BUD
-3.2%
+414.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +22.6% | -1.6% | +24.2% | +23.1% |
| 30D | -34.3% | +6.7% | -41.0% | -36.5% |
| 3M | -44.8% | +5.9% | -50.6% | -46.7% |
| 6M | -53.3% | +5.1% | -58.4% | -55.2% |
| YTD | +10.6% | +32.9% | -22.3% | -2.4% |
| 1Y | +8.2% | +31.8% | -23.6% | -4.4% |
| 3Y | +435.7% | +47.4% | +388.3% | +343.8% |
| 5Y | +434.2% | +50.8% | +383.4% | +330.0% |
| All | +411.3% | -3.2% | +414.5% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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