+1,420.6%
TTMI vs BUD
+201.1%
+1,219.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.7% | +8.8% |
| 7D | +5.9% | +0.3% | +5.6% | +5.7% |
| 30D | -4.3% | -5.7% | +1.4% | -2.1% |
| 3M | -32.0% | +3.1% | -35.2% | -33.7% |
| 6M | +19.5% | +7.9% | +11.6% | +14.4% |
| YTD | +82.0% | +27.3% | +54.7% | +61.6% |
| 1Y | +172.6% | +37.8% | +134.8% | +132.5% |
| 3Y | +744.7% | +49.8% | +694.8% | +571.1% |
| 5Y | +805.6% | +43.8% | +761.7% | +612.8% |
| 10Y | +1,057.6% | -22.6% | +1,080.2% | +1,067.3% |
| All | +1,420.6% | +201.1% | +1,219.5% | +449.1% |
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 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