+808.8%
TTMI vs COMP
-31.2%
+840.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.8% |
| 7D | +5.9% | +1.4% | +4.5% | +5.6% |
| 30D | -4.3% | -13.3% | +9.0% | -2.2% |
| 3M | -32.0% | +41.1% | -73.2% | -36.4% |
| 6M | +19.5% | +17.2% | +2.3% | +14.3% |
| YTD | +82.0% | +5.2% | +76.8% | +76.2% |
| 1Y | +172.6% | +18.9% | +153.7% | +157.2% |
| 3Y | +744.7% | +215.9% | +528.7% | +554.5% |
| All | +808.8% | -31.2% | +840.0% | +603.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling