+852.8%
TTMI vs BUD
+215.1%
+637.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.3% | +11.2% | +9.9% |
| 7D | +7.2% | +0.5% | +6.8% | +6.8% |
| 30D | -28.7% | +7.4% | -36.1% | -32.0% |
| 3M | -39.8% | +4.3% | -44.1% | -42.2% |
| 6M | -51.7% | +5.3% | -57.0% | -54.3% |
| YTD | +14.1% | +33.2% | -19.2% | -2.8% |
| 1Y | +16.0% | +31.8% | -15.8% | -0.9% |
| 3Y | +452.7% | +47.8% | +404.9% | +334.9% |
| 5Y | +451.5% | +50.2% | +401.3% | +320.6% |
| 10Y | +443.1% | -4.8% | +447.9% | +377.3% |
| All | +852.8% | +215.1% | +637.7% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling