+765.8%
TTMI vs COMP
-49.4%
+815.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.5% |
| 7D | +12.2% | +4.1% | +8.1% | +11.4% |
| 30D | -5.7% | -14.5% | +8.8% | -3.5% |
| 3M | -27.5% | +41.8% | -69.3% | -32.1% |
| 6M | +47.1% | +23.6% | +23.6% | +39.6% |
| YTD | +87.5% | +1.7% | +85.8% | +82.5% |
| 1Y | +175.2% | +12.6% | +162.6% | +162.2% |
| 3Y | +901.9% | +221.9% | +680.1% | +681.7% |
| 5Y | +843.5% | -28.1% | +871.6% | +645.1% |
| All | +765.8% | -49.4% | +815.2% | +587.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling