+774.5%
TTMI vs BUD
+222.5%
+552.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.6% |
| 7D | -11.5% | +6.0% | -17.6% | -13.9% |
| 30D | -40.3% | +11.3% | -51.6% | -43.9% |
| 3M | -44.5% | +3.6% | -48.0% | -46.5% |
| 6M | -54.1% | +7.7% | -61.8% | -56.9% |
| YTD | +4.7% | +36.4% | -31.7% | -11.5% |
| 1Y | +3.3% | +37.8% | -34.5% | -13.3% |
| 3Y | +407.2% | +51.2% | +356.0% | +295.8% |
| 5Y | +406.5% | +53.4% | +353.1% | +283.4% |
| 10Y | +420.4% | -3.2% | +423.6% | +355.1% |
| All | +774.5% | +222.5% | +552.0% | +200.8% |
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