+345.2%
TTMI vs COMP
-52.0%
+397.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.7% | -3.8% | +5.2% |
| 7D | -19.8% | +13.4% | -33.3% | -21.5% |
| 30D | -48.1% | +11.1% | -59.2% | -49.2% |
| 3M | -51.2% | -18.8% | -32.4% | -49.9% |
| 6M | -59.6% | +10.5% | -70.1% | -61.0% |
| YTD | -3.6% | -3.4% | -0.2% | -5.9% |
| 1Y | -2.3% | +19.7% | -22.0% | -7.8% |
| 3Y | +369.4% | +381.6% | -12.2% | +247.3% |
| 5Y | +365.4% | -17.6% | +383.0% | +266.8% |
| All | +345.2% | -52.0% | +397.1% | +254.5% |
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