+406.5%
TTMI vs BUD
+51.3%
+355.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | -11.5% | +6.0% | -17.6% | -12.6% |
| 30D | -40.3% | +11.3% | -51.6% | -42.3% |
| 3M | -44.5% | +3.6% | -48.0% | -45.3% |
| 6M | -54.1% | +7.7% | -61.8% | -55.6% |
| YTD | +4.7% | +36.4% | -31.7% | -6.3% |
| 1Y | +3.3% | +37.8% | -34.5% | -8.0% |
| 3Y | +407.2% | +51.2% | +356.0% | +325.9% |
| 5Y | +406.5% | +53.4% | +353.1% | +301.9% |
| All | +406.5% | +51.3% | +355.3% | +301.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling