+220.3%
TTMI vs EAT
+1,941.3%
-1,720.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | +11.4% | -4.0% | +15.4% | +12.8% |
| 30D | -28.3% | -2.9% | -25.4% | -28.1% |
| 3M | -46.7% | -16.9% | -29.8% | -44.3% |
| 6M | -56.1% | +57.0% | -113.1% | -62.8% |
| YTD | +7.4% | +38.2% | -30.8% | -6.3% |
| 1Y | +17.4% | +69.3% | -51.9% | -4.2% |
| 3Y | +429.1% | +483.0% | -53.8% | +175.2% |
| 5Y | +418.8% | +364.1% | +54.6% | +172.0% |
| 10Y | +411.2% | +320.8% | +90.5% | +115.5% |
| All | +220.3% | +1,941.3% | -1,720.9% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling