+901.9%
TTMI vs BUD
+48.7%
+853.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | +12.2% | +0.8% | +11.4% | +12.0% |
| 30D | -5.7% | -4.8% | -0.9% | -5.0% |
| 3M | -27.5% | +1.4% | -28.8% | -28.1% |
| 6M | +47.1% | +9.9% | +37.3% | +42.9% |
| YTD | +87.5% | +26.3% | +61.1% | +78.2% |
| 1Y | +175.2% | +36.1% | +139.1% | +158.6% |
| 3Y | +901.9% | +48.6% | +853.4% | +803.4% |
| All | +901.9% | +48.7% | +853.3% | +803.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling