+1,084.3%
TTMI vs EAT
+379.9%
+704.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +6.0% | -6.2% | +12.2% | +7.6% |
| 30D | -6.4% | -3.0% | -3.4% | -6.0% |
| 3M | -28.9% | +45.6% | -74.6% | -35.7% |
| 6M | +26.9% | +53.5% | -26.7% | +12.7% |
| YTD | +77.3% | +49.6% | +27.7% | +58.0% |
| 1Y | +147.5% | +38.9% | +108.6% | +122.5% |
| 3Y | +847.6% | +589.7% | +258.0% | +458.8% |
| 5Y | +802.2% | +318.7% | +483.6% | +470.5% |
| All | +1,084.3% | +379.9% | +704.5% | +549.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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