+395.9%
TTMI vs COMP
-52.0%
+447.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.2% |
| 7D | +11.4% | 0.0% | +11.4% | +11.5% |
| 30D | -28.3% | +16.6% | -44.8% | -30.3% |
| 3M | -46.7% | -23.5% | -23.1% | -44.7% |
| 6M | -56.1% | +25.7% | -81.9% | -58.5% |
| YTD | +7.4% | -3.4% | +10.8% | +4.9% |
| 1Y | +17.4% | +7.6% | +9.8% | +12.8% |
| 3Y | +429.1% | +423.6% | +5.6% | +287.8% |
| 5Y | +418.8% | -10.6% | +429.4% | +308.9% |
| All | +395.9% | -52.0% | +447.8% | +295.3% |
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