+812.9%
TTMI vs EAT
+310.8%
+502.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.2% |
| 7D | +7.5% | -6.8% | +14.3% | +9.2% |
| 30D | -4.5% | -5.4% | +0.9% | -3.6% |
| 3M | -28.5% | +42.8% | -71.3% | -35.1% |
| 6M | +28.4% | +56.5% | -28.2% | +13.3% |
| YTD | +80.1% | +50.0% | +30.1% | +59.9% |
| 1Y | +161.0% | +38.3% | +122.8% | +135.0% |
| 3Y | +862.4% | +591.6% | +270.8% | +453.1% |
| 5Y | +812.9% | +312.6% | +500.3% | +433.6% |
| All | +812.9% | +310.8% | +502.1% | +433.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling